What forebodings or concerns does Gandalf have as the company sets out from Rivendell?
Unlike Bilbo and the dwarves, Gandalf knew about the change in the mountain pass, which is the way they took out of Rivendell. Although dwarves had not been to that particular area in years, Gandalf had been there, so he knew all the evil and danger that had flourished in the Wild. Things like the dragons driving the men out of the land, or the goblins coming in secret to infest the area after the battle at the Mines of Moria. Gandalf worried about the evil that lurked in the dead end paths, the monsters that hid in the caves, and that something unexpected could happen, which of course it did. When Fili and Kili reported that they had found an empty cave that they could hide in to escape the storm, Gandalf asked if they had thoroughly checked it for creatures because he knew that caves in the mountains were almost always occupied. (The cave they found did appear to be empty, but it actually belonged to the goblins who lived in the mountain, which ended with the company being taken by the goblins.)