Some Danish speakers tried to teach it to me once. Gae-the, I think, with the last e like a short French e. Any Danish speakers among us?
As for the music, I'm with Alan. Symphony No.1 had him on the track to greatness--so fresh, tuneful and utterly delightful, but alas he never reached those heights again. The version I grew up with lingers in memory: Johan Hye-Knudsen and the Royal Danish Orchestra, once available here in the USA on Turnabout.
Still, there's so much other Gade to enjoy, The Crusaders, the nifty symphony with piano (No. 5), his parts of the ballet Et Folkesagn...(I don't even know the violin concerto...)
David