Alpha is pronounced like a long "a" like the "a" in father. You never pronounce it short like in hat. You also never write lowercase alpha like the English "two-story a" (a).
Gamma is pronounced "g" before alpha, omicron and omega (α ο ω). Before epsilon, iota, eta and upsilon (ε ι η υ) it is pronounced "y"
Epsilon is pronounced "ay"