Hi Amol,
There are quite a lot documents/blog available to get started with SAP Gateway OData services.
SAP Gateway Self-Paced Learning - Technologies - SCN Wiki
For REST and OData difference, to summarize this difference:
REST is an architecture for creating HTTP based web services while OData webservice is a instance of webservice which complies REST architecture.
There would be several detailed differences available over internet.
Regards,
Ekansh