Gas price is the price you are willing to pay for gas and it is measured in Gwei. Gwei is a smaller unit of Ether. One Ether equals to 1 000 000 000 Gweis.
1 Ether = 1 000 000 000 Gwei or 1 Gwei = 0.00000001 Ether
Depending on which wallet you use you can set your price for gas. You can check the price of gas at https://ethgasstation.info/ under “Recommended gas prices”.