The sound of the letter is a voiced velar fricative; if you can speak any language which uses the voiceless velar fricative (Scots [Loch], Japanese [Baka], German [Kuchen, Acht], etc.), you'll be able to find the sound fairly easy to say. You can make this sound by saying the voiceless velar fricative without rolling it, and then activate your vocal chords while doing this, turning it into the voiced velar fricative. If you speak a language which doesn't use the Voiceless velar fricative (English, French, etc.), it would probably be easier to learn the voiceless velar fricative and use the above tip to learn the voiced velar fricative.
The actual word Gamma is properly pronounced ɣɑËmÉ‘Ë (using IPA). This can be written using the plain latin alphabet as "Γa-Ma", where the Γ represents the voiced velar fricative that's explained above.