Gai short for Zal'Gai'S, is a book imp in the service of Ket H'zard. Gai is a Devil and calls home Asmodeus's Gulag Magnificent. Ket gained control Gai in a gambling tournament. Gai's former master used to chew on him and thus he seems to think Ket is an improvement.
Gai only speaks in Supernal and only Ket can understand him. On the occasion that Gai is killed he can be resummoned with a minor ritual. Gai also has the ability to turn invisible as well as fly. However, unless he is doing something for the tournament, Gai can't get very far away from Ket.
During Episode 183 Gai is told "We know about your star. The one you don't think anyone knows about." When asked about it Gai only said that he can't talk about it because of a latter clause.
Gai really enjoys the taste of mummified bird feet.