Whats the cause or might be the reason for baby gagging while having their milk?

One of the most common causes would be that the milk flow is too fast! If your baby is breastfed (ie. direct latching), it could be that your letdown is too fast for your baby to catch up - you can try lying on your back on something at an angle (depending on gravity to reduce milk flow) to help cope better :) If your baby is bottle fed, it could be a sign of the bottle teat being too big (hence flows too fast) or a tear in the bottle teat!

Is the milk going in too fast? He/she might not be able to take it.

Flow is too fast for baby.