Gateways aren't supported on Server Core installations.
The user installing the gateway must be the admin of the gateway.
The gateway can't be installed on a domain controller.
If you're planning to use Windows authentication, make sure you install the gateway on a computer that's a member of the same Active Directory environment as the data sources.
You shouldn't install a gateway on a computer, like a laptop, that might be turned off, asleep, or disconnected from the internet. The gateway can't run under any of those circumstances.
If a gateway uses a wireless network, its performance might suffer.
You can install up to two gateways on a single computer: one running in personal mode and the other running in standard mode. You can't have more than one gateway running in the same mode on the same computer.
About troubleshooting the on-premises data gateway:
I am still struggling with the issue. Should I understand that I need to be administrator in the VM in order to be able to signing into the gateway? I am trying to understand why my org account can't signed into the gateway installed on the VM, while it does with another gateway installed on another machine.