A gamma ray is part of the electromagnetic spectrum, having the shortest wavelength and most energy of all the waves within the spectrum. It is usually associated with radioactivity in space and on earth.
Gamma rays are produced when atoms collide with each other within a nuclear explosion or reaction. Take the sun, for instance. The sun's energy come from the fission of hydrogen and helium. This giant "cooker" emits several different types of rays that travel 93,000,000 miles through space and into our earth's atmosphere. Once here, they are absorbed into water, soil, and living organisms. But, because they are at such a high-energy wavelength, they can kill living cells!
Here on earth, gamma rays are given off by radioactive materials as they decay and break down. The internal structure of the atom is changed, the neutrons, protons, and electrons are all mixed up, scrambled, and separated, and in the ensuing confusion go shooting off into space in the form of energy (ray).
Gamma rays are just one of many rays that are detected by an instrument called a Geiger Counter. Since all radioactivity can be harmful or lethal, these types of instruments help protect us by alerting us to dangerous levels of destructive radioactive particles.