As an introductory set to Lego Lord of the Rings, Gandalf Arrives is fitting. It's from an introductory scene in The Fellowship of the Ring! It's got Frodo with the book he's reading in the film's opening scene after the prologue, and Gandalf has his horse-driven cart in which "he arrives exactly when he means to."
A nice touch is the collection of fireworks Lego Gandalf brings to use at Bilbo's birthday party, including the red dragon firework that Merry and Pippin steal. Even more nifty is that the red dragon firework piece is actually a repurposed snake piece from Lego's Ninjago theme, seen here being released by the fearsome Rattlecopter.
This is also one of the first sets to include Lego's new horse figure with movable hind legs! Huzzah!