Incánus
From Tolkien Gateway
Incánus was Gandalf's name "in the south" (probably meaning no further south than Gondor or the Near Harad), gained during his long travels in Middle-earth in the mid-Third Age.
Etymology
Inkâ-nush in the tongue of the Haradrim means "North-spy".
Tolkien also considered that it would be Quenya meaning "Mind-leader".
Inspiration
Incanus in Latin means "grey".