Where is Radaghast????

[Legolas]

Radagast was not in any way related to Gandalf. they were both Maiar... how can maiar be related in the brother/cousing way? they can't.

Just like Manwe and Melkor aren't brothers?

The way Mandos, Nienna, and Irmo aren't brother/sister/brother?

And Orome/Nessa being brother/sister?

These are Valar, but that is just a title for their role (as Maiar is too)...they're still Ainur. Although there are no other hints that suggest that Gandalf and Radagast probably are related, it most certainly is possible, and Maiar probably do have family relations among them.