Was Gandalf an elf

No, Sauron is.

Addendum:

This is explicitly stated in RivenDELL. After Frodo recovers from his shoulder wound, he is greeted as "the Lord of the Ring" by Pippin. Gandalf, who is also present, immediately rebukes Pippin for using that term and states that the only lord of the ring is Sauron. Frodo might be able to resist the power of the ring, but ultimately, he could never master the One Ring.