Gentile is a someone who isn't Jewish. Gentiles can be of any religion.
A Messianic Jew is Hebrew nationality by birth, follows the Hebrew Religion, and believes in Jesus Christ and the New Testament. Allow a Messianic Jew believes in Jesus, a Messianic Jew still follows all the laws of the Old Testament.
As the majority of those who refer to themselves as "Messianic Jews" have no Jewish ancestry at all, there really is no difference between Gentiles and Messianics. The Messianic movement is just Christianity that has taken some Jewish traditions and applied Christian meaning to them.