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Originally Posted by The Might
I believe that Beorn was the first to gain this ability and that he learned it from Radagast. We know that Radagast was a master of shapes and hues and since he loved being around his animal companions, perhaps he did so in animal form. After getting to know Beorn and realising that he loves nature just as much Radagast perhaps taught him how to shapeshift and gave him the possibility to defend himself and the animals against goblins.
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My problem with that theory is that I don't think the powers of the Istari could be taught to others.
Tolkien seems to indicate that in
Letter 155:
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Anyway, a difference in the use of 'magic' in this story is that it is not to be come by by 'lore' or spells; but is in an inherent power not possessed or attainable by Men as such.
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That might seem to be at variance with what was referenced in 144 though; that Beorn was a 'skin-changer' and a 'magician', but still a Man.
Oddly enough, those two letters were both written in 1954.
However, even if Radagast would have been
capable of transferring some of his power to another, I would think that to be a very great sin on his part in the view of the Valar, no matter how well intentioned.
That leads to another point: if the Istari could do that, why didn't
Saruman do the same thing? Think how devastating a Wormtongue personally armed with Saruman's persuasive voice would have been to Rohan!