fast, good
steady

break into
The horses broke into a gallop when they heard the gunshot.

at a gallop
They reached the farm at a gallop.

into a gallop
The noise startled the horse into a gallop.

gallop through (figurative)
The documentary starts with a gallop through the history of television.

at full gallop
riders coming at full gallop

Gallop is used with these nouns as the subject:
horse, pony