Gumbo is hard to make at first, so there are things that can go wrong. The roux doesn’t mix with the stock or the roux burns are two things that are common problems. But these problems are easy to fix.
To make sure the roux and the stock mix together properly, you need to do two important things. First, before you add the roux to the stock, make sure that the stock is on a low simmer or boiling. I like to keep it at a low simmer so it doesn’t boil down. The roux and the stock need to be hot or similar temperatures.
The second problem that can derail a gumbo is burning the roux. This is important! If you burn the roux you might as well start over because your gumbo will not be good.
When you make the roux, put equal parts flour and oil (I use canola oil) in a pan over medium to high heat and mix together. The most important thing is that you have to keep stirring the roux the whole time it is cooking, and depending on the heat of your pan, that could take up to 45 minutes. There is a tendency to either cook the roux over a higher heat to speed up the process, or to let it sit without stirring too long.
Sometimes in the early stages of cooking the roux I use a higher heat. But when it starts to brown I lower the heat to medium, it seems easier to keep from burning.
With some care and attention and practice, you can overcome these issues and make some killer gumbo. My favorite is crawfish and sausage gumbo.