I think all people considered that he was a wizard. A wizard as a race, like hobbit. (Ok, no wizard children or wizard women, but I hope you can catch the idea of wizard as a race.) Or then just some extraordinary human-like being.
Some people might have been ignorant.
And I think Gandalf clearly knew wht he was, but the other persons in the fellowship didn't.
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Like the stars chase the sun, over the glowing hill I will conquer
Blood is running deep, some things never sleep Double Fenris
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