Rivers cut down into the landscape. To either side of the river is a slope. The slopes and the river make a valley.

If the river cuts down very quickly, then the valleyside slopes do not have time to make soil and let the valley slopes become more gentle. That is when you get a gorge.

Gorges are particularly common in deserts (where there is no rain to help make soil on the valley sides) and in mountains, where the gorges were cut by glaciers during the Ice Age. Rivers have simply flowed in these mountain gorges ever since the ice melted away, but the rivers did not cut them.