Gollum's hair fell out because he was over 500 years old, and the ring also twisted his physical form. You were suppost to have a dislike of Gollum, even if you did pity him. Even in the novels he comes across as untrustworthy, and tainted by the one ring's evil. His plan for the ring? To have his prescious back. It completely dominated his mind, and was his driving obsession. He just wanted to have it back. That is part of the ring's magic. Everyone wants it eventually, and will do anything to get it.
The man with the red hair was not ridding to deliver a message, he was riding to please his father, and prove that he was his brother's equal, who had never let that city fall to an enemy. He was going to try to reclaim it, depsite the odds against him.
Gandolf and his magic? For one, magic in the Middle Earth fantasy world is more subtle than magic in other fantasy literature settings. Two, a truely powerful wizard always seeks to use his magic less, because he realizes the dangers of using such great and unstable power. Also, the greater the enegery harnessed (more powerful magics utilize more energy), the greater the stress placed on the wielder. This is basic fantasy stuff, I read over 500 fantasy novels by the time I was 16. A great wizard is a man of knowledge in any high fantas liturature. His greatest strength is his knowledge. Gandolf knew almost everything. Always knew what they must do. He was the one who convinced them to even undertake the quest to destroy the ring. He was immensly helpful, because without him they were totally blind to what was going on.
Any other questions?