Gandalf Says, Okay, I'm Going to Leave You

Bilbo gets onto the back of one of the Eagles and they fly. Gandalf says that, okay, I've stayed with you a long time, but this is not my journey. And so he says, in a few days, I'm going to leave you. As you can imagine, the dwarves are upset. They thought he's the token say they had begun to think Gandalf would always be there to help them out of difficulties.