What Gyu said basically!
though if you wanted it so all sound nice then you'd pick a key/scale which had a G minor in it.
If you're sticking to basic modal stuff this would be F Major, Eb Major and Bb Minor, or if you're putting the emphasis on the Gm then (G Dorian, G Phrygian and G Aeolian). (google modes of the major scales/harmonised major scale if i've lost you already...)
Each of the modes give a different feel or sound, so if you wanted it to sound pretty dull and standard pop ballard, I"d rock the notes of G Aeolian (Bb Major), if it was for a metal/dubstep/egyptian thing then I'd rock the G Phrygian (Eb Major) and if you're a man of sunshine lounging mellow jazz, you'll rock the G Dorian (F Major)
On a basic level these are your options
G A Bb C D E F G (G Dorian/F Major)
G Ab Bb C D Eb F G (G Phrygian/ Eb Major)
G A Bb C D Eb F G (G Aeolian/ Bb Major)
Just let the chord samples loop and play the above notes over the top and get a feel for which one you're into. Then you can just dick about with the notes for all your melodies and also make chords from the notes of the scale.
I have no idea if this has answered the question or not.....
*disclaimer* - this is just one option tho, and the most important thing about music is that there's no right way or wrong way to do anything, and theory etc should be used for support/ as a tool, rather than a prescriptive way of how to do anything
