Gandalf the Grey had wandered Arda and before that the Valinor for many a millenia. He'd met remarkable people in those years, some he liked, some not so much. Some he respected, some he despised. Some he was in awe of and some thoroughly disgusted him. But there were very few that he ever grew fond of. That was, until he came across the race of Hobbits. Oh what a remarkable race they were. Even in their wandering days and the peaceful ones that followed, their spirits shone with a comfort that was not often experienced by those such as him. They gave him hope, courage and oftentimes, when he got to know someone more closely, a sense of Home and Hearth. As such, he always made it a point to visit the Shire when he could afford to do so. For all their suspicious nature towards outsiders, there was not a speck of malice in them. Besides, over the years, they had grown accustomed to seeing him, so he was much to his secret amusement, treated like a stray cat they thought was useful but couldn't tell if it would bite. If he nudged some particularly adventurous ones out of their doors sometimes, it was bound to be a successful trip. He had been meaning to visit his last travel partner, one whom he was unashamedly fond of, Belladonna Took was a bright and happy soul. Full of wonder and amazement etched on her face. It was through her eyes that he had been able to see the world he had walked on for thousands of years, in a new and beautiful light. When she had decided to get married, to a Baggins no less, Gandalf had worried for her free spirit. But Bungo Baggins was everything a respectable hobbit ought to be and more. Never once did he discourage her or try to curb her, like the carer of growing things he was, Bungo had nurtured it. Gandalf had added one more hobbit to the list of those that he was very fond of. Now, they had a daughter and Gandalf was most eager to meet this fauntling that the gossipers had been muttering about since he crossed the Shire borders. This was very curious indeed. So, post haste, he made his way towards BagEnd to check on his Bagginses.
Even though the firecrackers had been his only conscious memory of those particular visits, Bilbo knew that Gandalf had visited his parents when he was a faunt. Only then, it hadn't seemed like an important thing to remember or as his older self had earlier done, not remember at all. So, even though Bilbo was aware of Gandalf having visited, when Bella dashed past their Tad to open the door as eight year old fauntlings were wont to do, both Bilbo inside her and Bella were shocked to see the tallest man ever in grey robes on the porch. If Bilbo had thought Gandalf tall while he was a hobbit in his prime, now as a fauntling, Gandalf looked taller than even Beorn had been. Bella continued to stare because this was a most odd sight and she couldn't shake the feeling that she had known this big giant of a man from somewhere.
Thus, what followed later, was quite a chaos. Gandalf found himself an ever curious tail in the form of one Bella Baggins for the duration of his stay and Bella Baggins had a Wizard of all things to finally tell her more of the world than what her Tad's books or Mamau's own adventure stories did. For Gandalf, had been everywhere. He even gave her a wooden sword. Bilbo was delighted. Now, he might be able to pass on some of what he learned from his dwarrows over to Bella along with what Mamau was teaching them. So, much to the horror of the Shirelings, mainly the extended Baggins family, whenever she ventured out, Arabella Baggins was always found running around with a wooden sword strapped to her hip, bow in hand with quiver full of arrows at her back telling anyone who asked, how she was going to be a warrior. Gandalf didn't know it then, but he had managed to make his moniker even more firm in the minds of the Shirelings.
Years later though, when the Fell Winter came and Belladonna and Arabella's skills saved them by the nick of skin, all mutterings about unhobbity behaviour were stopped. Neither of the two noticed though. One was filled with too much despair over her husband's health and the other was in a completely different dilemma.