Gaza is a region between Egypt and Israel. The status of the region is not very clear, but it is currently controlled by Hamas elected government, headed by prime minister Ismail Haniyea. The whole Gaza Strip is often hermetically closed, it is very hard to enter, both from the Israeli and the Egyptian side. Some, including Israelis and foreigners, have entered by boat.
Kidnapping of foreigners has happened several times, it is not advisable to hitchhike here.