At every conceptual stage of Sindarin (including Gnomish and Noldorin), an initial w- became gw-. An identical development took place in Welsh (WGHC/§100i). Tolkien described this change several times:

Since ON w became initially gw in Exilic, x was normally employed as gw (Feanorian Alphabet, 1930s, PE22/32).

... for gw is only the S. initial form of basic w-: as wath “shadow”, initial form gwath, i-wath “the shadow”, a chwath “and a shadow” (notes on a “and” from the late 1950s or early 1960s, PE17/41).

There are numerous examples of this change. Here is a representative from each conceptual period:

• ᴱ√u̯iri [wiri] > G. gwir- “look (at)” (GL/46).
• ᴱ✶wikā > ᴱN. gweg “man, male” (PE13/162).
• ᴹ✶wingē > N. gwing “spindrift, flying spray” (Ety/WIG).
• ✶wanya > S. gwain “fair-haired” (PE17/150).

This sound change did not take place medially, and ended up playing a role in Sindarin’s mutation system. In particular, the soft mutation of initial gw- was w-, not because the g was lost, but rather because it was prevented from forming in the first place.

Conceptual Development: It seems Tolkien adopted this sound change from Welsh very early and retained it through all conceptual stages of Sindarin. The only complication was that in the earliest stages, initial gw- could also be derived directly from primitive gw-, since unlike Sindarin and Noldorin a primitive [gw] did not become [b] in Gnomish.

There is a note in the Early Noldorin Grammar from the 1920s showing that Tolkien considered a similar strengthening of i- [j-] to di̯- [dj-]:

In addition, di̯ may mutate if from i- so archaically gw from w̯ but di, gw̯ usually appear for (b) [hard mutation] as ... diant “most“, (a) i·iant, (b) o·diant, (c) i·ni̯ant (PE13/120).

In this example, the soft mutation i·iant shows the original primitive form iant, just as the soft mutation w- of gw- does. Aside from this note and the example appearing here of diant “most”, there is no other evidence of this sound change for [j-], so it was probably a transient idea.

GS/§4.102 WGHC/§100i-2 @@@

HPG/§2.1