I was thinking the same thing, until this was posted.
Quote:
'Did he!' said Gandalf, and there was a gleam in his eye and a smile on his face.
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When people are pretending to be surprised but they really know that something has already happened, they get odd little looks on their faces and gleams in their eyes. This makes me think that Gandalf is pretending to be surprised about the news, but he really knew all along. Just my two cents.