After Gandalf fights Balrog, he is carried off by an eagle. There is a scene where he is lying down in a white room and only his head and shoulders are visible.
The next time he is seen is in Fangorn forest. He is now recognized as "Gandalf the White". When Aragorn addresses him as Gandalf, he responds with, "Gandalf ... yes, that's what they used to call me. Gandalf the Grey."
He also explains that he was sent back. But who sent him back? Did he die? Where did the eagle carry him?