By default, the gateway runs under the NT SERVICEPBIEgwService Windows service account. However, as shown in the following image from the On-premises data gateway desktop application, this account can be changed via the Service Settings tab:

In the preceding example, a user has opened the gateway application from the server on which a gateway instance has been installed. Additionally, in order to change the service account, the user has signed into Power BI from the gateway application with the email address used to log in to the Power BI service. 

If the default account (NT SERVICEPBIEgwService) is able to access the internet and thus its Azure Service Bus, ensure that the account can also authenticate to the required on-premises data sources, such as the production SQL Server instance. In some environments, the default account cannot access the internet as it is not an authenticated domain user. In this scenario, the service account can be revised to a domain user account within the Active Directory domain. To avoid the need to routinely reset the password for the Active Directory account, it's recommended that a managed service account is created in Active Directory and used by the gateway service.