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• Login to your admin interface
• Go to Forms -> Settings -> REST API
  
• Click Enable access to the API
• Under Authentication ( API version 2 ) click Add Key
• Select user and set Permissions to Read. Note: Make sure selected user have those capabilities granted:
  • View Entries (gravityforms_view_entries)
  • Edit forms (gravityforms_edit_forms)
  • View Entry Notes (gravityforms_view_entry_notes)
• Paste Consumer Key and Consumer Secret to the form above.
• Click Update at the bottom of the Gravity Forms admin page.

To manage user/role permissions Gravity Forms recommends to use Members plugin.
You can find more information about Gravity Forms Role and Capability Management here.