It’s been a while now since many have asked publicly for this feature and Google finally complied. You can head over to Settings/Labs in Gmail and enable the two new features that will dock on the left side of your inbox. Using the other Labs features, you can reorder your gadgets and move some of them (chat, labels) on the right side, for a more comprehensive inbox.
The calendar gadget displays your latest entries in an agenda style while the documents gadget will show the latest used documents together with a search function. A third feature was also launched that allows you to add any other gadget by pasting the URL of the file. However, even the Google team admits that the third feature “isn’t very user friendly right now,” but hopefully we will see some improvements soon.
If you’re concerned with security though, keep in mind that not all gadgets are fully compatible with https, so the ones connecting to Gmail via https might get mixed content warnings.