The Wizard Meant: Bilbo thinks that Gandalf means that the bears may have led the goblins to the house. Gandalf is probably just talking about bears in the area.

Gandalf the Spy: Gandalf probably wants to know more about the peoples who live in this area and their powers. He could talk to Radagast, of course, but he likely wants to see first-hand, especially being in the middle of this right now. Gandalf wants to know how strong the Free People are, since he is clearly concerned about the Necromancer.

Time: One of the reason why Gandalf, the Elves, etc. use less magic when Hobbits are around is because they don't want Sauron's attention. Another reason may be that they don't want to scare the daylights out of Bilbo (or Frodo). Do you think that Gandalf might be able to haste himself? Or even teleport? I should guess that he can - although the latter might still attract too much unwanted attention.