Gandalf goes to Minas Tirith in Gondor to research the One Ring. There Lord Denethor grudgingly allowed Gandalf to search among his hoarded scrolls and books. And there he found the description of the One Ring written by Isildur.
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Because that was where he, his father and his brother lived - it was his home. Furthermore, he wanted The One Ring to be given to Gondor (Minas Tirith is Gondor's capital), for use in defence against Sauron.
The ring makes him invisible. The dagger is an elven blade and glows in the presence of orcs and goblins.
The Ring means sin. And when Frodo destroyed the ring in Mt. Doom, he was casting away his sins. Like we do when we ask Jesus in our lives, He takes away our sins. Sorry, Christianity cannot steal this one. The ring was power and domination. Frodo did not cast it away, it had him in the end. Just as Gandalf said, Smeagol had a part to play yet. If it was not for him, Frodo would have kept it.
No, Sauron is. Addendum: This is explicitly stated in Rivendell. After Frodo recovers from his shoulder wound, he is greeted as "the Lord of the Ring" by Pippin. Gandalf, who is also present, immediately rebukes Pippin for using that term and states that the only lord of the ring is Sauron. Frodo might be able to resist the power of the ring, but ultimately, he could never master the One Ring.
Gandalf Three wizards played a direct part in The Lord of the Rings (movies and books): Gandalf the Gray (and later the white) Saruman the White (and we know what happened to him) Radagast the Brown -- birds, trees flowers were his specialty. Two others were mentioned obscurely. They were the Blue Wizards, Alatar and Pallando.