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A couple of things:Xath said:While it is completely possible for Aragorn and the entirety of the army to be destroyed, Gandalf is another thing entirely. Mithrandir is a Maia, one of the Valar who chose to remain in Middle-Earth. Thus he is immortal and cannot be completely destroyed. Sauron is also a Maia, however, since he poured so much of his power into the making of the ring, if the ring is destroyed, it is then possible to kill Sauron. This also goes into the song (if you've never read the Silmarillion, this won't make any sense) in a sense that no creatures aside from the race of Men(including haflings) have free will. Since the Maia were once Valar and were the ones who played the song, they have some ability to manipulate their chosen paths in the fate-intwined Middle-Earth. But if they stray from their appointed path, then there is an opening in the song for them to be written out. Thus, Morgoth brought dischord to the song, putting an opening for his death. Saruman forsook his path as the head of the Council of the Wise, his staff was broken, and there was an opening for his death. Sauron poured all of his power into the ring, an opening for his death. Gandalf, on the other hand, has followed the song he helped to create, and makes several references to that fact throughout the books. He can't die. If his body is killed, he will be reborn, just as he was in Moria.[/b]
1) Balrogs are also maia, but they can die.
2) Gandalf did in fact die at one point, he was just brought back. The Valar may send him back again or they may not, but he can die
3) Valar are 'greater gods' in D&D terms, while Maiar are demigods or lesser gods
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