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I'm a quarter into The Two Towers. Just before Aragorn, Legolas and Gimli enter the Ent woods, they camp outside in the night as they suddenly see a sketchy, strange old man standing there, not saying a word. I've already forgotten the exact details, but he quickly disappears and they realize that their fast Rohan horsies have been released/scared away, so that they now have to walk/run again.

Gimli assumes that it's Saruman, which later actually turns out to be true.

Later, as they have found the old Ent's "lookout rock" with the stone-carved steps, an old man appears in daylight. This time, it actually turns out to be Gandalf. After the initial shock, Gimli oddly asks Gandalf if the man they saw the night before at the camp was him.

Why would he ask this?! Isn't that an absurd thing to ask? Why would Gandalf, the good-hearted wizard who is an extremely central person in the whole story and their beloved and (assumed) dead friend, come back only to sneak around their camp in the middle of the night and look at them without saying a word, and scare away their horses? It really annoys me that Gimli asked that. Everything in these books seem so well thought-through, but this is just absurd.

Naturally, if it was Gandalf, he would make himself known in some friendly way and immediately address them by name and definitely not do anything to their horses. Gandalf's answer to Gimli confused me as well, but he seems like he almost took it as a joke question. However, it's my impression that Gimli seriously asked this.

What would make the dwarf ask such a question?

Also, I found it odd that they wait so very long until they bring up the fact that Gandalf somehow survived after they had seen him fall to his death and was assumed dead by all in the Fellowship. You'd think they would be more shocked and immediately ask how he can be alive and whatnot, but they almost don't seem surprised at all. And Gandalf's way of approaching them also seems quite careless, even if he used magic to make them unable to use their weapons, but that's a side-track.

I primarily wonder why Gimli asked that stupid question and why they took so long to ask about how he survived.

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While Gimli is more or less convinced that they've met Saruman, his companions cast some doubt on this at the beginning of the chapter 'The White Rider':

‘That would not baffle a Ranger,’ said Gimli. ‘A bent blade is enough for Aragorn to read. But I do not expect him to find any traces. It was an evil phantom of Saruman that we saw last night. I am sure of it, even under the light of morning. His eyes are looking out on us from Fangorn even now, maybe.’

‘It is likely enough,’ said Aragorn; ‘yet I am not sure. I am thinking of the horses. You said last night, Gimli, that they were scared away. But I did not think so. Did you hear them, Legolas? Did they sound to you like beasts in terror?’

‘No,’ said Legolas. ‘I heard them clearly. But for the darkness and our own fear I should have guessed that they were beasts wild with some sudden gladness. They spoke as horses will when they meet a friend that they have long missed.’

That turns out to be Shadowfax, Gandalf's new steed. See this passage from the end of the chapter:

‘There is more than one horse coming,’ said Aragorn. ‘Certainly,’ said Gandalf. ‘We are too great a burden for one.’

‘There are three,’ said Legolas, gazing out over the plain. ‘See how they run! There is Hasufel, and there is my friend Arod beside him! But there is another that strides ahead: a very great horse. I have not seen his like before.’

‘Nor will you again,’ said Gandalf. ‘That is Shadowfax. He is the chief of the Mearas, lords of horses, and not even Théoden, King of Rohan, has ever looked on a better. Does he not shine like silver, and run as smoothly as a swift stream? He has come for me: the horse of the White Rider. We are going to battle together.’

So it's not a stupid question at all.

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Gandalf does act strangely before revealing his identity to them.

When the new Gandalf (not the apparition of Saruman) first appears to Legolas, Gimli, and Aragorn, it is as a mysterious silent figure, who comes softly through the forest towards them and then stands looking at them for a long time without speaking:

Aragorn looked and beheld a bent figure moving slowly. It was not far away. It looked like an old beggar-man, walking wearily, leaning on a rough staff. His head was bowed, and he did not look towards them. In other lands they would have greeted him with kind words; but now they stood silent, each feeling a strange expectancy: something was approaching that held a hidden power – or menace.

[...]

At that moment the old man quickened his pace and came with surprising speed to the foot of the rock-wall. Then suddenly he looked up, while they stood motionless looking down. There was no sound.

Even when he breaks the silence, he speaks with them as a stranger rather than an old friend:

Well met, I say again!’ said the old man, coming towards them. When he was a few feet away, he stood, stooping over his staff, with his head thrust forward, peering at them from under his hood. ‘And what may you be doing in these parts? An Elf, a Man, and a Dwarf, all clad in Elvish fashion. No doubt there is a tale worth hearing behind it all. Such things are not often seen here.’

‘You speak as one that knows Fangorn well,’ said Aragorn. ‘Is that so?’

‘Not well,’ said the old man: ‘that would be the study of many lives. But I come here now and again.’

‘Might we know your name, and then hear what it is that you have to say to us?’ said Aragorn. ‘The morning passes, and we have an errand that will not wait.’

‘As for what I wished to say, I have said it: What may you be doing, and what tale can you tell of yourselves? As for my name!’ He broke off, laughing long and softly. Aragorn felt a shudder run through him at the sound, a strange cold thrill; and yet it was not fear or terror that he felt: rather it was like the sudden bite of a keen air, or the slap of a cold rain that wakes an uneasy sleeper.

‘My name!’ said the old man again. ‘Have you not guessed it already? You have heard it before, I think. Yes, you have heard it before. But come now, what of your tale?’

If this is how Gandalf behaves on his actual first meeting with his old friends, is it so far-fetched to wonder if he previously appeared to them without even speaking? The ways of wizards are often strange and inscrutable to mortals.

Also, Gimli was shocked. He was by far the last to react to the revelation that the mysterious old man was Gandalf resurrected, and perhaps his mind was still working over it even while the others talked. It took him more time to recover from the shock, and perhaps he thought the nightly apparition was probably Saruman but wanted to make sure. The text doesn't say he was accusatory, so maybe his question was just confirmatory:

‘Wait a minute!’ cried Gimli. ‘There is another thing that I should like to know first. Was it you, Gandalf, or Saruman that we saw last night?’

As for why they took so long to ask about what happened to Gandalf after Moria, the simplest explanation is that there were more pressing matters to discuss: the fate of the Ring and Frodo, the plotting of Saruman relatively near at hand, the fate of the two hobbits they'd been pursuing for so long to that very spot, the future of the world between Mordor and Isengard, and other things of vital importance to the future. Their curiosity about Gandalf's resurrection could wait a little.

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