Gumbo is a soup that is thickened with dark roux, and usually contains okra (also a thickener). I say "usually" because I understand some people omit okra or make filé gumbos or what have you. The word "gumbo" comes from the word for okra in various West African languages.
The choice of meats, proteins, and other ingredients is arbitrary. Throw in whatever you've got. More kinds of stuff is usually better. Chicken, sausage, and seafood are popular.