Gandalf the Grey:

A Maia, sent to Middle-Earth around Third Age 1000, to aid in the fight against Sauron, one of the five Istari, or Wizards, and the Keeper of the Third Ring, Narya, the Ring of Fire, he went by many names:
"The Grey Pilgrim?" said Frodo. "Had he a name?"
"Mithrandir we called him in elf-fashion," said Faramir, "and he was content. 'Many are my names in many countries,' he said. 'Mithrandir, among the Elves, Tharkûn to the Dwarves; Olórin I was in my youth in the West that is forgotten, in the south Incánus, in the North Gandalf; to the East I go not.'" (LOTR.696-697)

Gandalf discovered that it was Sauron growing again in Mirkwood in the year 2850 of the Third Age. Before then, it was feared and believed by the Wise that it was a Ringwraith.

It was due to Gandalf, that the Quest of Erebor, which ended Smaug, was successful, and as a minor adventure on the way (not intended by Gandalf) Bilbo found the magic Ring, later discovered (again by Gandalf) to be the One Ring. Gandalf acted as the leader of the Company of the Ring from Rivendell, through Moria (after the failed attempt on the Redhorn Pass). It was in Moria that Gandalf fell, fighting a Balrog. He was victorious though he died.

Gandalf the White:

Gandalf was sent back, until the end of the War of the Ring, though more powerful. Apparently weapons could no longer hurt him: Indeed my friends, none of you have any weapon that could hurt me. (LOTR.516)

After meeting Aragorn, Legolas and Gimli, on the borders of Fangorn Forest, where they were following Merry and Pippin after the two hobbits had escaped from Saruman's orcs. Then Gandalf rode back with the three hunters to Edoras. There he showed Gríma Wormtongue as a traitor, and released Théoden from Wormtongue's poison/spells. After the Battle of the Hornburg, in which he lead the charge of Erkenbrand and his soldiers, Gandalf was sometimes known as the White Rider.

After visiting Isengard, to try to convince Saruman to help, Gandalf showed himself as the more powerful and removed Saruman from the number of the Wise, and broke his staff:
"Come back, Saruman!" said Gandalf in a commanding voice. To the amazement of the others, Saruman turned again, and as if dragged against his will, he came slowly back to the iron rail, leaning on it, breathing hard. His face was lined and shrunken. His hand clutched his heavy black staff like a claw.
"I did not give you leave to go," said Gandalf sternly. "I have not finished. You have become a fool, Saruman, and yet pitiable. You might still have turned away from folly and evil, and have been of service.But you choose th stay and gnaw the ends of your old plots. Stay then! But I warn you, you will not easily come out again. Not unless the dark hands of the East stretch out to take you. Saruman!" he cried and his voice grew in power and authority. "Behold, I am not Gandalf the Grey, whom you betrayed. I am Gandalf the White, who has returned from death. You have no colour now, and I cast you from the order and from the Council."
He raised his hand, and spoke slowly in a clear cold voice. "Saruman, your staff is broken." There was a crack and the staff split asunder in Saruman's hand, and the head of it fell down at Gandalf's feet. (LOTR.606-607)

After the Winged Nazgûl was seen, Gandalf took Pippin and rode for Minas Tirith. In the first days of the Darkness, he drove off the Nazgûl, to allow Faramir and his men to return to the City:

At that moment he caught a flash of white and silver coming from the North, like a small star down on the dusky fields. It moved with the speed of an arrow and grew as it came, converging swiftly with the flight of the four men towards the Gate. It seemed to Pippin that a pale light was spread about it and the heavy shadows gave way before it; and then as it drew near he thought he heard, like an echo in the walls, a great voice calling. (LOTR.841)

But now the dark swooping shadows were aware of the newcomer. One wheeled towards him; but it seemed to Pippin that he raised his hand and from it a shaft of white light stabbed upwards. The Nazgûl gave a long wailing cry and swerved away; and with that the four others wavered and then rising in swift spirals they passed away eastward vanishing into the lowering cloud above; and down on the Pelennor it seemed for a while less dark. (LOTR.841)

It was at Gandalf's council, that Aragorn, and the Captains of the Host of the West marched out to do battle with the forces of Mordor. This gained the Ringbearer the time needed to complete his quest.

Gandalf journeyed back with the hobbits to maybe an hour's ride outside the Shire, then he left them. Two years later, Gandalf joined the Ringbearers and the Keepers of the Three Rings on their journey into the West. It is implied that Shadowfax went with him. It was at the Havens that it was revealed to us that Gandalf had long held the Third Ring, Narya which was given to him by Círdan.

Galadriel:

Born in Valinor, in the Ages of the Trees, Galadriel came under the Doom of the Noldor, as she left with the followers of Fëanor after Morgoth stole the Silmarils. When they were summoned back to Valinor at the end of the First Age, she chose to remain and therefore was banned from returning. This ban was lifted after the War of the Ring, for her deeds therein, most especially refusing the One Ring, even as a gift. Galadriel sailed with the other Keepers of the Elven-rings and the Ringbearers, in the year 3021 of the Third Age.

Gollum:

This is the name that Sméagol had been given after he found the One Ring. He lived in a cave under the Misty Mountains until a short time after Bilbo Baggins found the Ring. After that he wandered Middle-Earth in search of the Ring. Eventually he was captured on the borders of Mordor. After revealing what he knew, Gollum managed to escape.

After the breaking of the Fellowship, Gollum guided Frodo and Sam through the Dead Marshes and into Mordor. Although the creature intended betrayal several times, it was only through his actions that the One Ring was destroyed, along with Gollum himself.

Gil-Galad:

Gil-Galad's given name was Erenion, but in all records and memories he was known as Gil-Galad. The last High King of the Noldor, Gil-galad was slain on the slopes of Orodruin by Sauron. Gil-Galad was given Vilya, the Ring of Air, by Celebrimbor, and only during the War of the Last Alliance, gave it to Elrond, who then bore it, until it lost its power, and then sailed into the West with it. Gil-Galad's spear was known as Aeglos.

Glorfindel:

An Elven-lord who first lived in the First Age within Gondolin, During the escape from Gondolin, he killed a balrog, though he was killed by it. Sometime between then and the Third Age, he was reborn and returned to Middle-Earth. It is not known if he was one of the Last Riding, which left at the end of the Third Age, though it is extremely probable.

Gaffer Gamgee:

This is the name that Hamfast Gamgee, the father of Samwise Gamgee, was often called, even by his son.

Gimli:

The son of Gloín, Gimli was one of the Company of the Ring. During the Quest of the Ring, he became close friends with Legolas, and eventually, it is rumored, went into the West with him, the only Dwarf to ever do so. On the trip down the Anduin, Legolas and Gimli were partnered in the last boat. After the orcs captured Merry and Pippin, Gimli was one of the Three Hunters. While on the chase, Gimli rode behind Legolas, as also when they dared the Paths of the Dead. During the Battle of Helms Deep, Gimli saved Éomer's life. Gimli was in most of the major battles including the The Battle of the Pelennor Fields, as well as the battle in front of the Black Gate.

After the War of the Ring, Gimli became the Lord of the Glittering Caves. Some say he sailed into the West with Legolas in Fourth Age 120 after the death of Aragorn. This is unconfirmed however.

Gloín

One of the thirteen Dwarves in the Quest of Erebor, Gloín survived it and probably the battles in the War of the Ring. He was present at the Council of Elrond. No date is given for his death.

Gwaihir:

The ruler of the Eagles in the Third Age of the Sun, his name means 'Wind-Lord' in Sindarin. Gwaihir was a friend of Gandalf after the Wizard had healed him of a wound.

The Eagle and his followers helped Gandalf with several of his tasks. Those we have records of include rescuing Gandalf and Bilbo and the Dwarves from the Wargs and Goblins on their quest to the Lonely Mountain. Later Gwaihir carried Gandalf away from Orthanc, and later still, from the aftermath of his fight with the Balrog. It was Gwaihir and two of his relatives who rescued Frodo and Sam from the lava of Mount Doom.

Gwaihir also led the Eagles in the Battle of the Five Armies against the Orcs.

Gilraen:

Born in the year 2907 of the Third Age, Gilraen married Arathorn II in 2929 and gave birth to her only son Aragorn in 2931.. For one of the Dúnedain, this was unusually young. However, she was right to do so as her husband was killed by orcs only a few years later.

She took Aragorn to be fostered in Imladris in 2933 and lived there until 2954, after which she returned to Eriador and her family.

The Lord of the Rings
The Silmarillion
The Hobbit
The Complete Guide to Middle Earth by Robert Foster