Gaza, like the West Bank, is surrounded by a large military wall with access only possible via two entrances, one from Israel (Erez crossing) and the other from Egypt (Rafah crossing). It is important to note that due to the siege on Gaza imposed by Israel and in cooperation with the current regime in Egypt, getting into Gaza is, physically and bureaucratically, very difficult.
Gaza is not open to individuals wishing to travel or explore the region per say, but to those with a connection to international organisations or journalists, for example. In order to gain access to Gaza, you must have a legitimate reason to enter before you can apply for either an Israeli or Egyptian travel permit. Most travel via Egypt using the Rafah crossing.