Gogeta is the result of Goku and Vegeta performing the Fusion Dance together. His first appearance was as a Super Saiyan 2 in the movie "Fusion Reborn" ("Fukkatsu no Fusion!! Goku to Vegeta" in Japanese), during the fight against the second form of Janemba. Goku and Vegeta later fused again in Super Saiyan 4 forms in Dragon Ball GT to form Super Saiyan 4 Gogeta, who battled Omega Shén Lóng. you are lucky someone explained it here above, but if you don't know this by yourself you aren't a dragonball z fan....