Now, fair warning, I’m not a bona fide expert in using Gambit, but I will give you some observations that I’ve made when people play with him:
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MP is your friend. Anti-Air, good priority, and can be easily chained to D. FP for a combo. D + FP, by the way, can keep opponents from jumping in on you.
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Get used to using FP in mid-air, followed by FK. Most people would block the first, but would hardly think to block the next hit.
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When your opponent is cornered, try nagging him with Kinetic Card => Jab Cajun Slash. Some people can be caught be surprise with this, though experienced players will see this coming a mile away, and will get out of it quickly.
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As stated before in this thread, Cajun Explosion is a good way to keep a good distance and get in some chip in a match. Just be wary that there is a very small window of opportunity to jump towards Gambit and avoid getting hit by the waves at all.
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Extremely cheesy semi-infinite when opponent is caught in mid-air: LP, LK, rinse, repeat. After 50 hits or so, the opponent will spin out.
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D + FK has some priority, so try using that every once in a while.
Hope that helps!