The Gate is a sentient being and is literally the gate that the goddesses
The Gate in the form of a little girl.
(among other beings) use for travelling between worlds - on Earth, she looks like a young girl. From people who travel through her, she gathers information that even surpasses the knowledge of the goddesses. But when Peorth is recalled to heaven concerning an urgent matter, she can't return because the Gate went on strike.
Summoned by the goddesses, the Gate appears at the temple and wants to have first hand experience on real life, emotions, and specifically, romantic relationships (we later find out that's why she came to Keiichi and Belldandy - their story has made its way even to her.) She sometimes feels alone on her ancient duty of letting people travel through her and wants to overcome that by experiencing love from Keiichi - unaware of the complexities of relationships and honest love. After some more incidents (and one of Belldandy's jealousy storms) the Gate begins to understand what Keiichi and Belldandy's relationship is all about - and that loving someone is not as easy as she thought - and returns to her duty.
Love and Being Loved
The story arc that centers around the Gate and some chapters before that (from about c. 193 to 201) very much are about the current state of Keiichi and Belldandy's relationship and also about love in general. While it is now utterly clear that the two love each other, their relationship is neither full of phrases like "I love you" nor physical. As often, the issue is somehow "furthered" by Urd, Peorth and this time even Skuld and Chihiro. Keiichi and Belldandy are somewhat interrupted by them nevertheless, leaving the situation open for further stories.
The earlier chapters show how powerful the words "I love you" can be and how difficult it can be to articulate one's feelings even if they are completely evident to both sides (and they would give up just about everything to be together as other stories have shown.) But as Urd later says, these words "can't be delivered just by mouth" and that it's "supposed to flow from the heart." When the Gate is introduced, these chapters are contrasted to show that "I love you" can just be empty words if they are not substantial - or affection and friendship is mistaken for love.
The other interesting theme of this story arc are the downright notes to the intimate aspects of romantic relationships. It was teased before (often just for comedy), but at this point of the story, Keiichi and Belldandy have reached the level where such topics have to be treated - as always through being challenged by some outside source - and the Gate is the corresponding opportunity. They have never taken the physical aspects of their relationship lightly, and the sudden open representation provokes a jealousy outburst in Belldandy (the scene was quite powerful as it remains humoristic, but at the same time is symbolic and just about the only way to reach that effect without explicit sexuality.)
Even though the entire story arc treats the topics in a funny and entertaining way, it has a very serious background for the future of this relationship - and it leaves some things to the interpretation and the imagination of the reader. A way to interpret the events of this storyline is that it not only shows the challenges that lie ahead of Keiichi and Belldandy but also deepens the foundation of their relationship. Maybe their love is so deep and honest because it doesn't depend on words and physical intimacy - but these things might become part of it as it further develops.