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It may be explained (not explained away, mind you ) without leaving the plane of the story - Gandalf 1 (the Hobbit) is account of Gandalf as seen by Bilbo, who is light-hearted and 'childish' as compared to grave and serious Frodo, who's pen brought about account of Gandalf 2 (LoTR). Gandalf 3 (S77 ) is what some Númenorean and/or Elvish annalists thought of him. And so forth.
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H-I has said exactly what I was going to say. But to add to this, it's interesting that LotR is supposed to be based upon The Red Book of Westmarch, which was itself begun by Bilbo. Perhaps we have here a character seen through two sets of eyes, and within the texts themselves, a demonstration of the differences in authorial 'voices'. And with Frodo, that authorial voice is one which has seen much that is truly serious and threatening. Bilbo's voice is almost the young Tolkien, while Frodo's is the older Tolkien.
If the Gandalf we see in The Hobbit is in some way more simple, more traditionl, then I would say that this is to be expected as it was written as a children's book, and characters do tend to be more clear cut in such works. However, I love the fact that there are all these different 'Gandalves' as it verifies his complexity as a character.