They studied Roman law based on the Digesta, the Codex of Justinian, the Authenticum (an abridged Latin translation of selected constitutions of Justinian, promulgated in Greek after the enactment of the Codex and therefore called Novellae), and his law manual, the Institutiones Iustiniani, compiled together in the Corpus Iuris Civilis.
They sometimes needed to invent new concepts not found in Roman law, such as half-proof (evidence short of full proof but of some force, such as a single witness).
Later these were gathered into large collections, first copied as separate books, but also quickly written in the margins of the legal texts.
In the older historiography of the medieval learned law, the view developed that after the standard gloss had become fixed a generation of so-called commentators started to take over from the glossators.
In fact, the early medieval legal scholars, too, wrote commentaries and lectures, but their main effort was indeed creating glosses.