I have the following code in .emacs: (global-set-key (kbd \"M-x g\") \'gnus) to start Gnus with the keybinding M-x g. I obtain: erro
The key M-x is already bound to the command execute-extended-command, which then asks you to provide the name of a command to execute (in you case: gnus).
Since R is a command only one-character long, it looks like M-x R is a key sequence, but it's not: it's M-x followed by entering R in the minibuffer and you have to hit RET to validate your input.
In short:
gnus, like this: (defalias 'g 'gnus)