So I just got my guitar, for the amp I am using the Yamaha THR10II. It doesn't produce any sound when the gain is all the way off. What I'm doing now is turning it up just a little so the amp is able to produce sound. Is this normal?
Yes it is normal.
The gain is the volume control of the input of the amplifier.
The signal flow of the tube amplifier goes:
Gain (preamp input) to tone stack (eq) to phase inverter stage (input to power amp) to power tubes (amplifier).
Amplifiers that simulate a tube amp follow a similar signal flow.
Gain is the input level control, it decides how hard the input signal hits the preamp. Guitar amps often exploit the effect of hitting it HARD, overdriving it into distortion.
Volume controls how much the output from the preamp is amplified. Again, specifically on a guitar amp, there may be the possibility of driving the speakers into interesting overload distortion.
On some models the Gain control just goes down to a level expected not to overdrive the preamp. On others it goes down to zero. Either design is 'normal'.
Effectively, there are three controls to your equipment. Volume on the guitar, volume on the pre-amp stage of your amp., and volume on the post, or amplifying stage of your amp.
With any one of those turned all the way down, the signal will not get through its entire path. Guitar volume down - there's no signal from the guitar. Gain down - the guitar signal is not allowed through to be amplified. Output volume on amp., down, any signal won't get amplified.
Those knobs (pots) work as calibrated switches. If any one is off, there's no sound.
Yes, at least some gain is needed. When it's turned off, no signal is being sent from your guitar to the amp.
Gain defines the signal input level to your amp. Thus, if set to 0, there will be no sound produced.
Volume defines the output level of sound.
Both gain and levels refer to the loudness of the audio. However, gain is the input level of the clips and volume is the output. (SOURCE)
For a guitar-specific example, Fender has an explanation on their website.
A guitar amp can be thought of as a device that has two stages. A relatively weak signal goes from your instrument into the first stage, where it is processed and handed to the second stage, which boosts it into a strong signal-the sound that then comes out of the speakers and rocks the Casbah.
You might also find this post from Sound Design SE helpful: How do you use gain effectively?
In terms of the electric circuit in the amplifier, gain is defined like:
V(in) x Gain = V(out)
That is, it's not added to the input, it's a multiplier. If you turn the gain down to zero, the output goes to zero as well.
Strictly speaking, "zero" on your amplifier likely doesn't correspond to a gain of zero. The signal coming out of your guitar is too quiet to be heard on its own, and there's a minimum level of amplification needed in order to overcome the electrical losses inside the amplifier and produce something loud enough to hear. "Zero" on an amp generally corresponds to "inaudible", and "Zero plus a smidge" corresponds to "minimum gain required to be barely audible".
There are at least 2 ways do indicate a gain: in linear units or in logarithmic units (dB).
0 gain in linear units means no signal at the output. You may as well have partial gain (0.1 means 1/10 of the input signal goes to the output).
0 gain in dB means the signal level is not changed. Positive dB values mean increase (amplification), negative - decrease (attenuation) of the signal level. +3dB means 2x increase, +10dB means 10x increase, etc... and -3dB means you get only half of the signal level at the output.
Your gain knob may be labeled either in linear units, in dB, or in some cases, both.