Gollum even remarked that he feared that the goblins would capture Bilbo and end up getting the Ring. How did he ever figure out that Bilbo was not a prisoner of the goblins but was even alive? (Bilbo had plenty of places he could have died: Mirkwood, Smaug's lair, the Battle of Five Armies, etc). Also, how did he know that Bilbo was even telling him one word of truth? Bilbo could have made up his name and home for all he knew.