The Secret Fire is the life-giving power that Ilúvatar gave to the world, and Anor is the Sindarin name for the Sun. Gandalf is a servant of this power because he is one of the Maiar, and has been sent into Middle-earth to guide its inhabitants in the coming war.
Udûn (also known as Utumno) was Morgoth’s (then known as Melkor) fortress in the north of Middle-earth. It is also the name of a valley in north-west Mordor. It was at Utumno that Melkor began to corrupt creation, bringing back captive elves and breeding evil creatures. In the Years of the Trees, the Valar decided to save the elves and stop Melkor’s evil. In the ensuing war they destroyed his fortress Utumno and took Melkor back to Valinor as prisoner.