Some questions about Gollum

In 2nd chapter of LoTR Gandalf says that "he put the fear of fire on Gollum" to get him to talk, what does Gandalf mean? Did he threaten to burn Gollum, or is it something to do with Gandalf uncloaking himself and showing Gollum his true form?
Wasn't Gollum already quite evil even before he got the ring? After all he killed poor Deagol before the ring was actually in his possession, and unlike Bilbo and Frodo, he used the ring for evil, malicious purposes. So if Gollum is so evil, how can Gandalf be so compassionate in his attitude to him?
Also I never got that bit about Gollum's family kicking him and him biting thier toes! Not a very nice family to be kicking him like that and if you were being kicked you'd hardly be biting someones toes would you, or did Gollum have a thing about feet?