The basic security offered by the GSS-API is authentication. Authentication is the verification of an identity: if you are authenticated, it means that you are recognized to be who you say you are.
The GSS-API provides for two additional security services, if supported by the underlying mechanisms:
Integrity. It's not always sufficient to know that an application sending you data is who it claims to be. The data itself could have become corrupted or compromised. The GSS-API provides for data to be accompanied by a cryptographic tag, known as an Message Integrity Code (MIC), to prove that the data that arrives at your doorstep is the same as the data that the sender transmitted. This verification of the data's validity is known as integrity.
Confidentiality. Both authentication and integrity, however, leave the data itself alone, so if it's somehow intercepted, others can read it. The GSS-API therefore allows data to be encrypted, if underlying mechanisms support it. This encryption of data is known as confidentiality.