Gogeta is formed when Goku and Vegita do the fuion dance. Gogeta didn't really appear much in the DBZ series. He only appeared once and that was in movie 12, when Goku and Vegita had to save hell from being taken over by the evil Jenenba.
The first time they tried to form Gogeta, Vegeta messed up the fusion dance by forgeting to extend one of his fingers. Then, instead of making the all powerful Gogeta, they made the weak Fat Gogeta. After 30 minutes (which is how long fusion waza lasts), they split into Goku and Vegeta again. Then, with the assistance of Pikuhan, who stalled Jenenba long enough, Goku and Vegeta formed into Gogeta. He easily destroyed Jenenba.