OK - What is a Maia? You said we know about them.
Sorry - let me explain. In
The Silmarillion, we learn that Iluvatar created everything, and he created Ainur, spirits. The Ainur helped create the world, and then some of them went to live there. The most powerful Ainur were called Valar, and there were about 15 of them. (Manwe, Melkor, and Aule are the most commonly mentioned Valar). Maiar are the second-level spirits - demigods, I guess. Gandalf and the other Istari are Maiar; so is Sauron, though he's stronger than even Saruman.
Sometimes Maia is the term, sometimes Maiar; I think Maia is the singular.