Raise the back of your tongue to touch the soft palate. Add vocal cord vibration, then release.

Americans pronounce gay as GAY (/geɪ/). It's 2 sounds in 1 syllable. The vowel glides through two positions, not one fixed shape — keep both halves audible.
Record yourself saying "gay" and play it back. The mic stays on your device — nothing's uploaded.
1 syllable, 2 sounds. Explore each sound's mouth shape and how it's made.