Is it always $|G:gG|=1$ where $G$ is a group and $g \in G$?
When $G$ is finite then I use Lagrange’s Theorem,
$$|G:gG|=\frac{|G|}{|gG|}=1.$$
When $G$ is not finite then I don't know what should I do. At first I thought about isomorphism $G\simeq gG$ but I don't know if it will help in any way.
Yes.
Proof: Let $h\in gG$. Then $h=gk$, some $k\in G$. But then $h\in G$ as $G$ is closed. Hence $gG\subseteq G$.
Let $h\in G.$ Then $h=g(g^{-1}h)\in gG$ because $g^{-1}h\in G$. Thus $G\subseteq gG$.
Therefore, $G=gG$. $\square$
Proof: By definition, $[G:G]=|G/G|$. But $G/G$ is trivial. $\square$
Proof: Since $G=gG$, we have $[G:gG]=[G:G]=1$. $\square$