Questions like this are what Google is really good for. Google "Gorgie pronunciation" and you're likely to be driven to a number of sites.
If that doesn't work, you just have to guess, based on spelling. I would have guessed /ˈɡɔrdʒiː/, because ‹g› before ‹i› is for historical reasons usually /dʒ/, and I would have been wrong: it's /ˈɡɔrɡiː/. Don't let that bother you. Practically nobody knows these pronunciations except the people who live there, and they are usually delighted with your mispronunciations: it makes them feel superior. I caused great mirth when I first came to St Louis and gave all the French street names more or less French pronunciations.