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I think that the error in question was Sauron believing that the hobbit and the palantir were in Saruman's control.~Raynor
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But why would the error be about the palantir when there is no mention of the crystal ball throughout the quote
Mr. Underhill supplied?
Quote:
That dark mind will be filled now with the voice and face of the hobbit and with expectation: it may take some time before he learns his error.
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The error has to do with Pippin, nothing at all with the palantir. Gandalf thinks Sauron has made an error with Pippin. Sauron's mind is filled with Pippin's voice and image, and this is where Sauron has erred (according to Gandalf). This whole matter is about Pippin, not Sauron thinking Saruman still had the palantir, he cares about getting Pippin. So what is this error that Gandalf thinks Sauron has made and it will take him a while to recognize it?
Well, I think we can say it's safe to assume that Sauron wouldn't want Pippin to simply for the pleasure of torturing a little hobbit and mounting him in his room (ehem: Fordim). Sauron may have taken pleasure in making people work for him, but he's got thousands of Orcs to do this, and I doubt he's going to send one of his Nazgul to Isengard to go fetch him a toy to play with. Isn't there bunnies or leprecauns around or something?
Also, according to Gandalf, Pippin wasn't only wanted for information (so there would have to be at least two reasons Sauron hoped to acquire when receiving Pippin). So going to get Pippin either Sauron wanted:
1. Information and a fun hobbit to play with
2. Information and the Ring
(Or I guess you could say)
3. Information, the Ring, and a hobbit to play with.
Now why would Gandalf feel that Sauron made an error in choosing Pippin to be tortured? It just doesn't seem to make a whole lot of sense. Sauron is now filled with the mind and voice of the Hobbit, and Gandalf says this is where Sauron has made his error. I really don't see Gandalf saying Sauron made an error in his choice of who he wanted to torture...maybe Gandalf thought Pippin wouldn't be all that fun to torture, and plus Pippin's was his to torture?

Therefor, I see it has to be an item that Sauron believed Pippin had (or Saruman had already taken from him), and hoped to get when he got Pippin.
One might think why doesn't Sauron just say...
The Ring is not for you, Saruman! Why doesn't he just say that...instead of being all coded and saying 'it' all the time? I think that's just it, Sauron wants to disguise his intentions, eventhough if they really are quite obvious...or at least obvious enough that it appears Gandalf picked up on what Sauron wanted from Pippin. Not
just information, but something else. What else could Sauron want from a Hobbit beside the Ring or a slave/torture person? However, it really doesn't make a lot of sense that Sauron wanted Pippin so bad, because there was a lack of a labor force, or a lack of people to torture, in Mordor that he needed to get this Hobbit right away, and he needed a Nazgul to go get this Hobbit as soon as possible.