Maiar (Quenya, singular Maia) are entities that entered Arda to assist the Valar with shaping the world. Many Maiar were not named, (but they were supposedly numerous). The Maiar had two leaders known as chiefs. The first chief was Eönwë, banner-bearer and herald of Manwë and Ilmarë, the handmaid of Varda.
Each Maia was associated with one or more Vala. The Maiar were less powerful than the Valar, but they did carry some resemblance. The most powerful of the Maiar were capable of opposing a Valar. Some of the Maiar sided with Melkor when not much was known about his evil, one of which was Sauron.
In about T.A. 1100, the Valar sent several Maiar to Middle-earth to help fight the evil of Sauron. They had skills of hand and mind but were cloaked in the guise of men, seemingly old of great Vigour. Their mission was to guide elves and men by gaining trust and spreading knowledge, not by ruling them with fear and force.