It recently occurred to me that Gandalf only counsels Frodo when it’s just the two of them.
He doesn’t tell Frodo about the Ring until Frodo is in Bag End and they assume that nobody is around to listen in on their conversation. When Gandalf checks in with Frodo between Caradhras and Moria, he calls Frodo away from the rest of their Fellowship, at which point they talked in hushed voices and pause their conversation when other members of the Fellowship pass them. They likewise talk about Gollum in a place where the rest of the Fellowship probably can’t hear their conversation. In the books, Gandalf is accompanying the hobbits back home on the one-year anniversary of Weathertop, and Gandalf only asks Frodo whether he is in pain once he is riding alongside Frodo, and again he talks quietly to prevent the other hobbits from eavesdropping.
Gandalf knows Frodo well enough to know when Frodo is distressed, and he also knows that Frodo is often reluctant to talk about his troubles. Frodo trusts Gandalf in a way that he doesn’t really trust anyone else, not even Sam, and he always takes Gandalf’s advice to heart, even if he doesn’t understand it right away. But sometimes, as he shows on the one-year anniversary of Weathertop, Gandalf also knows that sometimes Frodo just needs a listening ear, someone who will listen and offer sympathy without being overly pitiful.
That mutual trust is possibly one of my favorite things about their relationship.