The Goblins Know someone is at the gate because they see bilbos shadow and believe that someone is there. And when Bilbo goes to get threw the gate his brass buttons pop off.
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They called it the Front Door. The Back Door was the cave where the party had sheltered from the storm.
The Goblins knew the weapon as 'biter' and it was made specifically to fight against them.
They killed other goblins because winning was hopeless
No, the goblins did not get Gandalf. Bilbo's yell when he discovered the goblins stealing things was enough to prevent him from being captured. Gandalf killed a number of the goblins with a big flash of lightening.
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