I never understood how Melian, a Maia, was able to "take the form" of one of the children of Ilúvatar, to be able to procreate a child of Ilúvatar from her womb. I don't see how she was able to do that at all, effectively transforming herself into one of the children of Ilúvatar. Wasn't this power, to create life like that, reserved to Ilúvatar Himself? As I recall, one of the Valar, Aulë, created the Dwarves, and Ilúvatar wasn't too pleased, was he!
I've always been unclear about the Ainur (who comprise both the Valar and the Maia), who were supposedly created directly from the mind of Eru (Ilúvatar), and how they were able to mate with Elves and Men. If they could do that, could they mate with themselves as well, and produce offspring? And were they all (including Gandalf) created before Eä, so that they all heard the Ainulindalë (and did they remember it?) or were some created afterward? Did Gandalf have some kind of a childhood?
In fact, the doubts I have about this sometimes make me suspect that some of the elements of these stories may be fictional.
