melancholy vs gloom

melancholy and gloom both are nouns.

Word	Noun	Adjective	Verb	Adverb
melancholy	Yes	Yes	No	No
gloom	Yes	No	No	No

As nouns, gloom is a hyponym of melancholy; that is, gloom is a word with a more specific, narrower meaning than melancholy:

melancholy (noun)	gloom (noun)
a humor that was once believed to be secreted by the kidneys or spleen and to cause sadness and melancholy	a feeling of melancholy apprehension
a feeling of thoughtful sadness	a state of partial or total darkness
a constitutional tendency to be gloomy and depressed	an atmosphere of depression and melancholy

melancholy (adjective)	gloom (adjective)
grave or even gloomy in character
characterized by or causing or expressing sadness