I had nearly finished my study and had an idea to start a small software company, filling a gap in the market that was overlooked by the larger I.T. companies.

a 是不定冠词，表示"一个"或"某一"。 gap 的意思是"缺口、空隙"，这里指"市场空缺"。 in 是介词，表示"在...里面"。 the 是定冠词，特指某个事物。 market 的意思是"市场"。 a gap in the market 是一个固定短语，指"市场空白"或"未被满足的市场需求"，即现有企业没有注意到或没有提供的产品或服务领域。