Most Cajun dishes start with a good roux.
Heat a heavy skillet or cast iron pot and add oil. Once oil is heated, slowly add the flour, stirring constantly until all is blended. Continue to cook over medium to low heat, stirring constantly until flour and oil blend to form a brown roux the color of a dark copper penny.
The longer you cook it, the darker the roux will become. Remember don't rush the cooking of the roux; allow the mixture to develop at its own pace.
The mixture will make enough roux for 5 quarts of gumbo or one large fricassee dish. Many cooks add onion, bell pepper, and celery mixture right at the end of the cooking process. This spreads the flavor throughout the roux. You can double or triple the recipe and store the unused roux in a covered container in your icebox/refrigerator for weeks to be used for future dishes.
Roux can be used to flavor or thicken gravies. A dish made with roux is always taste better the next day or, if frozen, the next time it's reheated. If you push the roux too far or burn the roux, the flavor becomes too bitter to use. Throw out and start again.