You're right to put it in quotes because there's a lot of contention around the G-word. While I presume you have maybe looked into it, here's a good launching pad on why a number of people don't appreciate its usage in English. http://www.voiceofroma.com/culture/gyp_vs_rom.html
As per the language itself, there are some key things to keep in mind. One of the key thing is that there is no standardization, and there are a fair few variants. Not that there aren't patterns, but there are definite dialectic differences, as can be assumed based on this map https://scontent.fskg1-1.fna.fbcdn.net/v/t1.0-9/52451480_2067034473385644_5846314856319287296_o.jpg?_nc_cat=111&_nc_ht=scontent.fskg1-1.fna&oh=3faff5cde2b6657d20a97acbdfe5a60e&oe=5CEBEECC
Relatedly, the aren't always standardizations for the variants in specific countries, even. Romani tends to interact a great deal with local languages. Resources are also ridiculously hard to find. One of the only things I've seen so far in print include resources by Ian Hancock and Ronald Lee, but those are with their limitations too. If you have specific communities in mind with which you'd want to communicate, you'd probably be better off trying to learn from someone in that community who speaks it. Here in Macedonia there are some 6-7 dialects and only a small handful of resources, so most of my learning is from those few resources (specific to stuff here) and having a tutor who is a native speaker, and people with whom I can practice.
It's an awesome language, but there just aren't many resources. Good luck!