In the chapter "The White Wizard" from The Two Towers Gandalf mentioned the Nameless Things he came across in the very deep bowls of the Misty Mountains, well below the official delvings of the Khazad'Dum, when he duelled with the Balrog. He described these mysterious creatures as very ancient and alien gnawing things that even Lord Sauron was unaware of, but didn't want to describe them in vivid detail, even though he was desperately fighting a high ranking servant of Morgoth at the time.
What were they?
What were they?