Mightier than Este is Nienna, sister of the Feanturi [the masters of spirits -- Namo (Mandos) and Irmo (Lorien)]; she dwells alone. She is acquainted with grief, and mourns for every wound that Arda has suffered in the marring of Melkor. So great was her sorrow, as the Music unfolded, that her song turned to lamentation long before its end, and the sound of mourning was woven into the themes of the World before it began. But she does not weep for herself; and those who hearken to her learn pity, and endurance in hope. Her halls are west of West, upon the borders of the world; and she comes seldom to the city of Valimar where all is glad. She goes rather to the halls of Mandos, which are near to her own; and all those who wait in Mandos cry to her, for she brings strength to the spirit and turns sorrow to wisdom. The windows of her house look outward from the walls of the world.
And here's the entry about Olorin's tutelage with Nienna:
Wisest of the Maiar was Olorin. He too dwelt in Lorien, but his ways took him often to the house of Nienna, and of her he learned pity and patience.
Wisdom, pity, endurance in hope, and patience are Gandalf's chief attributes, and certainly they are the attributes one would desire in a good Steward!