They have a very short wavelength - smaller than an atom. They are similar to X rays, but with shorter wavelengths and more energy. They can pass through thick sheets of lead. They make air conduct electricity, but much less than alphas or betas do. All three come from the nucleus of the atom.
Some radioactive atoms give alphas and some betas.
In some cases an atom will emit a gamma ray when it is settling down after emitting an alpha or a beta - a sort of nuclear burp.