Gay senior was a religious man, an engraver of patterns for wallpaper and calico, his mother came from an educated family.
His father wanted him to be a minister, but the boy felt he could not conscientiously follow that profession and went to London hoping to make a living there.
Gay obtained work as a purser's clerk on vessels of the Union Line for nearly two years, when illness again led to his living with some relatives at Hawke's Bay who nursed him back to comparative health.
His sonnets rank with the best that have been done in Australia, and in a few poems such as "The Crazy World" he has written poetry expressing simple, forceful and unstrained emotion.
Although the amount of Gay's work was small, it holds an honoured place in the history of Australian poetry.