[lathspell]

Westerly Wizard told all there is to know.

Bilbo told Gollum (who is indeed Smeagol) his name.
As for the place: two years after Gollum had left the Ring, he came out in search for it. He hated everything, especially the Ring, yet he needed it. So he came out and tracked their trails through Mirkwood (how the heck he did that I really can't imagine), and to Laketown and even to the streets of Dale. Gandalf said something like this in The Shadow of the Past: 'And there it would not be hard to learn the name of the land where he had to be, for Bilbo had made no secret of it and it was well-known in those regions.'

Hope this explains things,
lathspell