Swap one note and the whole room changes. G major has a bright B in it; G minor lowers that to Bb, and a sunny key turns serious. Go further and lower the sixth and seventh notes as well, to Eb and F, and you have the full natural minor, the sound behind Vivaldi's stormy "Summer" and Mozart's restless Symphony No. 40. Both are written in G minor, and both show why composers keep returning to this key when they want urgency rather than plain sadness.
The notes of the G minor scale are G, A, Bb, C, D, Eb, F. If they look familiar, that's because they're exactly the notes of Bb major, just started from a different place. Musicians call Bb major the relative major of G minor: same notes, different home.
That shared set of notes gives both keys the same key signature, the little cluster of sharps or flats written at the start of a piece so the composer doesn't have to mark them on every note. Here it's two flats, Bb and Eb. When you see two flats on a page of sheet music, the piece is in either Bb major or G minor, and the way to tell is to listen for which note feels like the place where everything comes to rest.
The technical name for this pattern is Aeolian, one of the old church modes. Natural minor and Aeolian mean the same thing.
Every scale is built from a pattern of steps. A half step is the smallest step in Western music, like moving from one piano key to the very next one, black or white. A whole step is two half steps. Natural minor follows this pattern: W - H - W - W - H - W - W.
Start on G and walk it out on a keyboard:
Why Bb and not A#, Eb and not D#? They're the same piano keys, but scales use each letter name once, in order. We already have an A, so the next note has to be some kind of B. We already have a D, so the one after it has to be some kind of E. Spelled this way, the scale reads cleanly on paper and every chord built from it is spelled sensibly too. It's a tidy rule, not a trick.
Against the root, those notes give the formula 1, 2, b3, 4, 5, b6, b7: a major 2nd, a minor 3rd, a perfect 4th and 5th, then a minor 6th and minor 7th.
The minor 3rd, Bb, makes the scale minor. But the note that gives natural minor its particular melancholy is the flat 6th, here Eb. It sits just a half step above D, the fifth of the scale, and it wants to sink down onto it.
Sing or play this: D, Eb, D. That small rise and fall is a sigh, and you'll hear it everywhere from Baroque slow movements to film scores when a scene turns grim. Then try D, E, D, using the brighter E natural instead. The mood lifts immediately. That one-key difference is the character of this scale.
Stack every other note of the scale and you get seven chords:
Songwriters in rock, folk and cinematic pop lean hard on the major chords here, Eb, F and Bb, because they give a minor key some lift without losing the shadow. Try Gm - Eb - F - Gm. The Eb chord carries the flat 6th right in it, and the climb through F back to Gm feels heroic and a little sad at once. That's the sound of a thousand anthem choruses and epic soundtrack cues.
For something quieter, try Gm - Cm - Dm - Gm. All minor, softer, more like a folk lament.
Classical composers often had a different instinct. That Dm chord resolves gently to Gm, and they wanted a stronger pull, so they borrowed F# to turn it into a D major chord. You'll hear that F# throughout Mozart's G minor writing. It's a deliberate change to the scale, which tells you something useful: the natural minor's v chord is mellow, and that mellowness is exactly what modern pop and film music often prefer.
Melodies in this scale tend to circle the notes of the Gm chord, G, Bb and D, and use the others as tension. Eb leans on D. A rubs against Bb. F, a whole step below G, approaches home softly rather than snapping into it, which gives natural minor melodies their unhurried, modal feel.
Improvisers in jazz and rock use this when soloing over minor grooves: land phrases on Bb or D for a settled sound, hang on Eb for ache, end on G when you want to close the door. Singers find the key comfortable too, since the range around D and G sits well in many voices.
On a standard-tuned guitar, the root G sits on the low E string at the 3rd and 15th frets, and on the A string at the 10th and 22nd. The 3rd-fret position is a natural place to play Gm with the Eb and F chords nearby, while starting from the 10th fret on the A string puts the whole scale under your hand higher up the neck for lead lines. Find the Eb in each position first, so you always know where the sigh is.
Loop Gm for four bars and Eb for four bars, on any instrument or a recording. Over the Gm, hum or play a phrase that ends on D. Over the Eb, end that same phrase on Eb, then drop it a half step to D as the Gm comes back. Do it a dozen times and you'll have the G minor sound in your ear for good.
For the bigger picture, read The Natural Minor Scale (Aeolian Mode).