J.R.R. Tolkien wrote:
'But why not destroy it, as you say should have been done long ago?' cried Frodo again. 'If you had warned me, or even sent me a message, I would have done away with it.'
'Would you? How would you do that? Have you ever tried?'
'No. But I supposed one could hammer it or melt it.'
'Try!' said Gandalf. 'Try now!'
Frodo drew the Ring out of his pocket again and looked at it. It now appeared plain and smooth, without mark or device that he could see. The gold looked very fair and pure, and Frodo thought how rich and beautiful was its colour, how perfect was its roundness. It was an admirable thing and altogether precious. When he took it out he had intended to fling it from him into the very hottest part of the fire. But he found now that he could not do so, not without a great struggle. He weighed the Ring in his hand, hesitating, and forcing himself to remember all that Gandalf had told him; and then with an effort of will he made a movement, as if to cast it away--but he found that he had put it back in his pocket.
Gandalf laughed grimly.
And so Frodo couldn't even destroy it in the comfort of Bag End, even when he hadn't ever worn it before. Why, then, did Gandalf think he could destroy it in Mordor? Or perhaps this is some clever bit of foreshadowing on Tolkien's part? Just some thoughts.