Gandalf didn't die. He'll come back as Gandalf the White.
I think it's really cool that J.R.R. Tolkien took influencies to the Lord of the Rings from the Icelandic sagas and from "Kalevala" wich is the national epic of Finland.
And he studied many languages wich includes Finnish.

And qenya the language of the elves is based on Finnish.
J.R.R.T. on Finnish: "It was like finding a basement full of this wine, wich you had never tasted before and wich was amazing by it's quality and taste. I got drunk from it."
By the way.. did you know that while writing the book Frodo's name was for a long time Bingo Baggins..

Thank god he changed the name..