Ernesto221 I found some treat and discussions on internet, but all are too technical and difficult to understand.
It is going to be difficult to explain if you already find the simple stuff on the internet already difficult to understand.
In the very simplest terms, if you are used to normal photography with a DSLR, you can think of camera "gain" as equivalent to the DSLR ISO number. And exposure time is the same and exposure time of DSLR.
So you choose high gain with the same consideration of using high ISO on DSLR.
More gain will increase the "brightness" of your image. Longer exposure time will also increase the brightness. The difference between the two (just like the ISO vs exposure time case) is the noise. Roughly speaking, to reduce the total noise and get the largest dynamic range, you typically want to use lower gain and longer exposures. But if you cannot use longer exposures, then you compromise by using higher gain (and live with the extra noise) -- same as you would increase ISO if you have no other choice.
Why don't you just try it in real life. Take an image of a bright galazy for gain = 0. Then take an image for a large gain, and reducing the exposure time to get an image that is about equally bright. Then compare the noise between the two images.
Now do the same thing with a dim nebula. Take images at different gains, again changing exposure time to get the same "brightness." Compare the noise.
That should start your learning process.
If you want to learn more, start reading up on the web what an electrophoton is, how it is converted to numbers by an analog-to-digital converter (ADC), how an analog gain is placed between the sensor and the ADC, what the camera "read noise" and "dark current noise" are, and how dark current noise is a function of exposure time. Once you understand those things, you will know how to balance between more gain versus longer exposure time.
Chen
P.S. keep in mind that the number that ZWO calls "gain" is actually a logarithmic scale. Each unit of ZWO "gain" corresponds to 0.1 decibels of analog gain. A ZWO "gain" of 0 is an analog voltage gain of 1, ZWO "gain" of 100 correspond to an analog voltage gain of 3.16, while a ZWO gain of "200" is an analog voltage gain of 10.