When dealers are net long gamma they hedge by selling rallies and buying dips, which mutes movement and produces the slow grinding tape traders complain about. When they are net short gamma they must buy strength and sell weakness, and moves feed on themselves.
The positioning flips around large strikes and around opex, which is why market character can change abruptly on the Monday after expiration. The concept is sound; the published estimates of it are inferences built on assumptions about who holds what.
Example: with heavy customer call buying in XYZ, dealers are short those calls and short gamma. XYZ ticks up through $50 and they must buy shares to stay hedged, which pushes it higher, which forces more buying — the mechanism behind a gamma-squeeze.
Related: gamma-exposure, gamma-squeeze, delta-hedging, opex-effects