In early November, a monsoon trough over the Gulf of Thailand showed signs of tropical cyclogenesis. A small, concentrated area of convection quickly developed over a low-pressure area within the trough, and on 2November the system became sufficiently organized for the Joint Typhoon Warning Center (JTWC) to issue a Tropical Cyclone Formation Alert. Owing to its small size, the system began strengthening within the narrow gulf by taking advantage of warm waters and good outflow. Moving generally northwestward, it became a tropical depression later that day and underwent rapid intensification. As the newly named Tropical Storm Gay strengthened, it "presented a paradox to forecasters", according to Lieutenant Dianne K. Crittenden; synoptic data from Malaysia and Thailand indicated decreasing wind speeds and increasing barometric pressures around the storm, but these observations were later interpreted as increased subsidence.