Gandalf

In re-reading The Lord of the Rings, I can't help but wonder what exactly Gandalf did with all his time. He and the other wizards showed up about 1000 TA, with the sole purpose of preparing Middle-Earth to fight Sauron. According to Robert Foster's The Complete Guide to Middle-Earth, about 1100 TA the wise realized an evil force had inhabited Dol Guldur. Then, in 2063, Gandalf went to check it out. 2063!!!!! Since Middle-Earth doesn't really seem to be filled with mysterious evil forces, why did Gandalf wait almost 1000 years before popping in to see what was up?

Then, when Sauron returned to Dol Gulder in 2460, Gandalf didn't go back until 2850. What was he doing for all that time? I guess you could say he had to become familiar with the lands of Middle-Earth, but if you have me a solid century or two, I think I could have done that much. And in The Fellowship of the Ring, he said he'd only been to Moria once, Now Moria was allegedly the great center of Dwarfdom for the first 1000 years or so of Gandalf's life. If he had spent all those years getting to know the world, would he really have only been there once?

This is just something I've noticed. I'm curious if anyone else has theories.