Tolkien said that Sauron "was only less evil than his master in that [at first/for many years? - can't remember the exact wording] he served another and not himself." They were equally evil, but Melkor was a much more powerful being - the most powerful of the Ainur - whereas Sauron was of the Maiar, a less powerful angelic being. Gandalf, too, was a Maia.
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"Sit by the firelight's glow; tell us an old tale we know. Tell of adventures strange and rare; never to change, ever to share! Stories we tell will cast their spell, now and for always."
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