A gig is a band's musical performance or an appointment for such a performance. Your band's first gig might be playing at a high school prom.
Performers of various kinds book gigs: they arrange to do a show at a specific place and time. If you're a standup comedian, you might dream of a gig at a big concert hall, but have to be satisfied with gigs in church basements and coffee shops. Sometimes people who do freelance work also refer to jobs as gigs. The word comes from early 20th century jazz slang.