What is Gatekeeper in macOS?

Gatekeeper is a macOS built-in security feature that ensures the software run on the system is trusted.

Gatekeeper explanation. 

You can check the setting under >System Preferences...>Security & Privacy>General tab. You see the "Allow apps downloaded from:" section, the default setting only allow the apps install from App Store, which is the safest option for a novice user and Apple's most beneficial way.

You can switch the setting install from App Store and identified developers instead of App Store only. This option gives you a wide variety of choices. You can continue to download apps from the App Store, but not every developer wants to publish their app to the App Store and paid a 30% commission to Apple. The other way for the developer to reach the customer is to create a website, set up a payment gateway, and a download point for their own. When you download and install the apps from the web, the Gatekeeper does the job to verify the apps are from the identified developers, notarised by Apple.

The below demonstrate how to switch it between the settings:

1. Firstly, click the lock icon on the left corner.
   

   Unlock to make changes.

   
   
2. Type in the password you used on the login screen and click unlock.
   

   Enter the password you used on the login screen.

3. Now, you can choose between App Store or App Store and identified developers.
   

   Choose between 2 modes.
4. Lastly, don't forget to click the lock icon again to prevent further changes.
   

   Lock it back to prevent further changes.