In the guide videos they show you just have to sync it up by pressing the record button and end record button on both the gyroscope and the camera at the same time and this is apparently enough to calculate the time difference between the two clocks.
I think mikae1 refers to the lens/sensor stabilization, as it can be problematic if you combine it with other stabilization systems. My camera already embeds gyro information automatically in the video files without intervention (I didn't even know about it).