The term gateway may be used in lots of contexts - it usually refers to a machine or service that acts as an entry point to other services. For example, your entire cluster might be behind a firewall which blocks all inbound traffic, except that it allows you to log in to one of the machines. From that machine, you can submit jobs or interact with any of the services in the cluster. That machine would be called a "gateway". Often in a Cloudera context, a gateway is just that: a machine that you're supposed to log into to carry out some tasks that aren't possible from outside the cluster. Cloudera Manager might manage the machine (meaning it deploys configuration to it and does basic health checks) but not run any CDH services on it.
The NFS gateway is a similar idea. It connects to your HDFS cluster and exposes the filesystem via the NFS protocol. So you might not expose all of the HDFS ports to your network, but you might expose just the NFS service, and it therefore acts as a gateway.