If you have a new machine or one that hasn't been used in a while, you may run into the issue where you hear your pump running, but no water is being drawn.
As it turns out, the pumps in Gaggia espresso machines are excellent at pumping water, but not so excellent at pumping air.
In these situations, you may need to force prime your pump to break the dry lock. The video below will walk you through how to force prime a brand new pump, or one that hasn't been used in a while.
Gaggia Classic Pro: How to Force Prime