The roux is what is gonna get you. I make my own for etouffee because all you need is a peanut butter color. I like a dark chocolate color for gumbo, and that means you are really close to burning it. (It gets darker and darker the longer you cook it.)
Honestly, I use roux from a jar for my gumbo. It's widely available in and around Louisiana (Richards, Savoie's). I also mostly make chicken and sausage gumbo, I'm not big on seafood gumbo.
Boil a couple of quarts of water. Add the roux. Stir it to dissolve. Let it simmer for 20-30 mins. Add onion/bellpepper/celery (The cajun trinity, like a French miracroix (sp) but no carrots yeah?) You can use chicken pieces with bones in it, or boneless skinless thighs and a good sausage like andouille. If I'm using boneless chicken I add a box of low sodium chicken stock to make up for the missing bones. Let everything simmer from an hour up to 3-4 hours, just depends on how many beers you wanna drink before you get too hungry.
Season the chicken before you add it, and you can add seasoning to the gumbo as you go. Taste the juice every now and then. Also depending on how fatty the sausage is, you will want to skim the fat off the top every few minutes.
Serve it with rice (brown or white) and maybe a little potato salad or some saltines. You can add file (fee-lay) (powdered sasafras leaves or something heh) to thicken it a little bit, or okra, but I hate okra.
Gumbo is always better the second day.
If you can't get any premade roux then just practice making some. I use equal parts flour and butter for mine. You melt the butter (or other fat) at about medium heat in a pan, and add the flour and just keep stirring it constantly with a wooden spoon. Eventually it will get darker and darker, and it will start to get a nutty smell. It will also sometimes smell like you are burning it, but it is a very fine line. Practice makes perfect!
Good luck.
edit: For seasoning, see if you can get Tony Chachere's where you are. I find it a little too salty so I use "Slap Ya Mama" which is available here. If you want to try your own seasoning, most of the cajun stuff is just salt, pepper, onion powder, garlic powder, a little cayenne pepper, paprika, not sure if Im missing anything. You may be able to find Tony's at Walmart, it seems to be at every Walmart around in Texas and New Mexico that I've been to.