Gmail uses SSL and hides your IP address from the message source.
Secure Sockets Layer (SSL)
The Secure Sockets Layer (SSL) is a commonly-used protocol for managing the security of a message transmission on the Internet. SSL has recently been succeeded by Transport Layer Security (TLS), which is based on SSL
Et cetera, ad nauseum. JR is able to do a better job of explaining this than I could. Essentially, whenever you connect to the Internet you're assigned a number. It is possible that the gmail system hides that number from prying eyes.
The real concerns when dealing with email are:
Never put anything in an email message that you are not prepared to shout in a crowded room in front of your friends, family, government, government agencies and mortal, unstable enemies.
If you have anything you want kept confidential and you feel you must email this thing, use some decent public key encryption and know, for a certain fact, that your message will draw the attention of the NSA, and that the NSA very likely has a back door to your public key encryption system.
If you're shy about your email, find and use an anonymous remailer. EFF can probably point you to a few.
Good luck to you.