Gagging is normal.
You need to realise that babies don't know how to eat yet.
When we eat, we chew, chew, chew and we know how to push it to the back of our throats.
Babies don't - it takes time before they will learn to. My DS had been on solids for almost two months before he started swallowing food and not gagging.

And bread just sogs up in their mouth in balls, so most babies will gag on bread until they chew properly