How old is Gandalf?

[Legolas]

Mayla...

You're familiar with the Ainur, right?

The greatest 14 of which are the Valar, the rest being of the Maiar division.

Gandalf was the Maia Olórin in Valinor. He was of Manwë's people, and it was Manwë who requested that Olórin go to Middle-earth as one of three emissaries to aid the people in their fight against Sauron.

The Maiar came in the form of wizards (obviously), appearing as old men.

From Unfinished Tales

They came therefore in the shape of Men, though they were never young and aged only slowly and they had many powers of mind and hand.

They arrived in Middle-earth at Círdan's Grey Havens in the year 1000 of the Third Age. Gandalf departed in 3021, making him 2021 years old in as far as his years on Middle-earth are concerned.