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In the first chapter of The Return of the King ("Minas Tirith"), just before Gandalf leaves Denethor, he says to him:

"For I also am a steward. Did you not know?"

What does Gandalf mean by this? Is it to do with him being a Maiar? Is he essentially calling himself the steward of Middle-earth? I only know a little about the mission of the Istari (if it is indeed to do with that).

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Gandalf was indeed a steward of Middle-earth

The mission the Istari were sent on was to guide the free people's of Middle-earth against Sauron. As such, the five members of the order can be considered stewards of Middle-earth, however where 4 failed Gandalf succeeded. Gandalf states this quite clearly before saying the line you quote in your question.

The rule of no realm is mine, neither of Gondor nor any other, great or small. But all worthy things that are in peril as the world now stands, these are my care. And for my part, I shall not wholly fail of my task, though Gondor should perish, if anything passes through this night that can still grow fair or bear fruit and flower again in days to come. For I also am a steward. Did you not know?
Return of the King - Book V, Chapter 1: Minas Tirith

It is clear from not only this passage but also from the Istari's mission that he does indeed protect and care for Middle-earth.

In his essay titled The Istari, in the Unfinished Tales, Tolkien gives us a little insight into their mission and why it was that Gandalf was the only one to stay true to it:

for he dwelt in no place, and gathered to himself neither wealth nor followers, but ever went to and fro in the Westlands from Gondor to Angmar, and from Lindon to Lorien, befriending all folk in times of need.

This idea is further re-iterated in The Silmarillion:

But afterwards it was said among the Elves that they were messengers sent by the Lords of the West to contest the power of Sauron, if he should arise again, and to move Elves and Men and all living things of good will to valiant deeds.
Of the Ring of Power and the Third Age.

And again in Appendix B to the Lord of the Rings:

It was afterwards said that they came out of the Far West and were messengers sent to contest the power of Sauron, and to unite all those who had the will to resist him; but they were forbidden to match his power with power, or to seek to dominate Elves or Men by force and fear.
Appendix B: The Tale of Years

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    Conveniently addressed in the same essay "ndeed, of all the Istari, one only remained faithful, and he was the last-comer. For Radagast, the fourth, became enamoured of the many beasts and birds that dwelt in Middle-Earth, and forsook Elves and Men, and spent his days among the wild creatures...And Curunír'Lân, Saruman the White, fell from his high errand, and becoming proud and impatient and enamoured of power sought to have his own will by force, and to oust Sauron; but he was ensnared by that dark spirit, mightier than he."
    – Edlothiad
    Commented May 1, 2018 at 15:05
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    The two Blue Wizards, Annatar and Palando went of to the South East and likely formed magic cults without a care for Sauron. Tolkien never developed their story much.
    – Edlothiad
    Commented May 1, 2018 at 15:05
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    There was however alternate version for Blue's fate where they were at least partially successful. scifi.stackexchange.com/questions/14852/… scifi.stackexchange.com/questions/21665/…
    – Mithoron
    Commented May 1, 2018 at 16:45
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    @jamesqf because Radagast was supposed to help Elves and Men against Sauron, not form some kind of WWF and Peta in middle earth.
    – Ege Bayrak
    Commented May 2, 2018 at 6:19
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    @jamesqf It was Tolkien's opinion that Radagast's obsession with the kelvar and olvar (Fauna and Flora, respectively) would have lead to the death/imprisonment of the Children of Iluvatar and therefore a failure to his mission to inspire hope and strength in the Children of Iluvatar. While he would still have been a successful Steward, he would've failed in his task to save the Children.
    – Edlothiad
    Commented May 3, 2018 at 5:40
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Yes, he's a steward of Middle-Earth. A steward is someone who cares for something on behalf of another. He is not the owner, but he has responsibility and (delegated) authority. In his case, delegated by the Valar who sent the Istari to Middle-Earth. The LotR appendixes, say that the Istari

were messengers sent to contest the power of Sauron, and to unite all those who had the will to resist him; but they were forbidden to match his power with power, or to seek to dominate Elves or Men by force and fear.

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