Dol Guldur

[Elmo]

This sort of throws my original thought into a bit of question because the Balrog was also a being with which Gandalf would have been familiar during the Music. It had changed to the point that Gandalf could no longer recognize it. How much more so with Sauron...?

Doesn't Gandalf mention something like "like my name is Olorin in the west that is forgotten'? Maybe he's forgotten everything (except that name) before he came to Middle Earth.