The idea God of the Gaps comes from the fact that god is being squeezed into an ever-smaller series of existential gaps.
At one time, all the phenomena in the universe could be ascribed to God. The stars, the rain, the seasons etc. With time, and improved scientific explanations, the number of things for which "God did it" was a good explanation was reduced, and god was equally reduced to inhabiting ever smaller gaps in human knowledge.
For less well educated theists God still remains the explanation for a vast number of things, but for more educated ones god is now only invoked for things for which science has yet to come to a generally accepted consensus. Two popular god-gaps are the initial formation of life and the origin of the universe.
While there are a number of hypothesis about both these issues it is difficult to say that there is a comprehensive scientific consensus - and so they are to convenient gaps where the religiously-minded can insert their deity of choice.
It should be remembered however that the fact that science has no present explanation by no means means that god (or Zeus) exists. Indeed, if we were never to answer these questions it still wouldn't mean that Allah created the Universe or that Thor causes it to thunder.