tolkiens legendarium - How does Gandalf know that the Ring had previously been called precious?

In The Fellowship of the Ring, Gandalf says:

It [the ring] has been called that [precious] before, but not by you.

But we know that, at that time, Gandalf didn’t know whether that ring was the One Ring, so how can Gandalf know what he says here?

I mean, he didn’t know that was the One Ring, so he also shouldn’t know that it had been called precious before.

Answer

As with most things, this is more clear in the book (emphasis mine):

'It is mine, I tell you. My own. My precious. Yes, my precious.'

The wizard’s face remained grave and attentive, and only a flicker in his deep eyes showed that he was startled and indeed alarmed. 'It has been called that before,' he said, 'but not by you.'

'But I say it now. And why not? Even if Gollum said the same once. It's not his now, but mine. And I shall keep it, I say.'

^{Fellowship of the Ring Book I Chapter 1: "A Long-Expected Party"}

Bilbo had told Gandalf the true story of how he obtained the Ring from Gollum:

I wondered often how Gollum came by a Great Ring, as plainly it was - that at least was clear from the first. Then I heard Bilbo’s strange story of how he had “won” it, and I could not believe it. When I at last got the truth out of him, I saw at once that he had been trying to put his claim to the ring beyond doubt.

^{Fellowship of the Ring Book I Chapter 2: "The Shadow of the Past"}

Presumably, Bilbo also mentioned Gollum's nickname.