These gadgets can be added to the left-nav in Gmail next to labels and chat. The two gadgets released today include calendar and Docs gadget, Calendar gadget allows you to see your Google calendar agenda and alerts you when you have a meeting or something and the Docs gadget shows the recently accessed docs. You can also search across all of your documents right from the Gmail itself.
There is also a third labs feature that allows you to add any Google gadget by entering the URL of the Google Gadget XML file. Google says that this is not very polished feature and it is released for developers in mind. It also warns that these gadgets may slow down Gmail loading, so keep an eye on the speed after adding these gadgets on your Gmail load times.