To unlock the Gadgets Galore trophy in Anthem, you will need to complete 12 of the Interceptor Gear challenges which can be found by opening the Menu > Challenges > Gear > Interceptor
You will find 13 challenges available -- one for completing four matches or open world events with a specific piece of gear equipped, and a final one for completing all 12 of the Interceptor challenges.
You pick up the gear as random mission rewards and from dead enemies. You can add two weapon gear and one support gear at once at the Forge. Once you have completed four missions with one set, head to the Forge and equip the next set to continue making progress towards the trophy.
Target Beacon I: Completed 4 Missions or World Events with this gear equipped
Spark Dash I: Completed 4 Missions or World Events with this gear equipped
Wraith Strike I: Completed 4 Missions or World Events with this gear equipped
Plasma Star I: Completed 4 Missions or World Events with this gear equipped
Venom Bomb I: Completed 4 Missions or World Events with this gear equipped
Cluster Mine I: Completed 4 Missions or World Events with this gear equipped
Cryo Glaive I: Completed 4 Missions or World Events with this gear equipped
Detonating Strike I: Completed 4 Missions or World Events with this gear equipped
Rally Cry I: Completed 4 Missions or World Events with this gear equipped
Searching Glaive I: Completed 4 Missions or World Events with this gear equipped
Tempest Strike I: Completed 4 Missions or World Events with this gear equipped
Venom Spray I: Completed 4 Missions or World Events with this gear equipped
Interceptor Gear I Master: Completed all other 12 challenges