A customer gateway is a resource that is installed on the customer side and is often linked to the provider side. It provides a customer gateway inside a VPC. These objects can be connected to VPN gateways via VPN connections, and allow you to establish tunnels between your network and the VPC.
An Amazon VPC VPN connection links your data center (or network) to your Amazon VPC virtual private cloud (VPC). A customer gateway is the anchor on your side of that connection. It can be a physical or software appliance. The anchor on the AWS side of the VPN connection is called a virtual private gateway.