Power BI Gateway Check Sheet

The check list and best practices depend on the gateway workload (cached vs live connection/direct query). The most important check would be to try to make sure that the machine you have installed the gateway on is close to the data sources, so as to minimize network latency. 

I suggest that you go through this article in detail, including the follow-up links - https://docs.microsoft.com/en-us/power-bi/connect-data/service-gateway-deployment-guidance