(For the episode, see The Gathering)
The Gathering is a subconscious summoning effect which occurs in order to force Immortals together, to participate in the Game. It is not known whether the Gathering is a byproduct of the Quickening, the Power of the Immortals, an outside influence controlling the Game, or a combination thereof. The end result is the same: Immortals feel an almost irrisistable urge to seek out their own kind and issue challenges.
Dialog from the movie and series may suggest the Gathering is not a single event but rather a series of events culminating in a final Gathering after which only One immortal remains, and he will take the Prize.
The dialog between Duncan and Tessa in For Evil's Sake also support this implication. Tessa remarks that "When we left the States I had this fantasy that the Gathering wouldn't find us ... I know, it's everywhere ..."
Additionally, the fact that Duncan has not been seen taking a head for years at the start of Highlander: The Series implies that the Gathering does not summon all immortals at once or that one can risist the call.
In Kurgan Rising, Duncan wonders if another Gathering may be occurring, giving further wieght to the idea that the Gathering may be a cyclical or periodic event rather than a single occurrence in a single location heralding the end of immortals and the awarding of the Prize. Note: The nature of the Gathering changed only after the first film, Highlander, which clearly indicated the the Gathering was the final event of an Immortal's existence, and the last man standing would take the Prize.
A cyclical or periodic Gathering may also help explain why pre-immortals and new immortals are apparently being born regularly even during the run of the series. It may be that the Gathering draws a certain cohort of immortals at any one time reducing their numbers at set intervals. This is, of course, purest speculation.