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Are the gears supposed to turn on a fixed shaft or do you attatch them to a rotating shaft and support that shaft with bearings?
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The answer is BOTH. Which approach you use depends on the rotational speeds and loads of your gear train. It also depends on the sizes of gears and shafts involved. It can be kind of hard finding ball bearings to mount your 32 pitch 16 tooth gear on a 1/4" dia shaft. Though a journal bearing might work well. Especially if it is made from the gear itself.
You also asked about galling and heating. Neither should be a problem in a properly designed set-up. But it is the proper design you're probably asking about. Fits also depend on the diameters of the shafts involved.
I think your post ID'd you as a college student. If so check with an ME prof if you haven't gotten that far in your own course work. If you can find a book called Mechanical Engineering Design by Shigley there is an excellent discussion about this sort of thing and a table of "fits" in the back. For this application I think you want a "running" fit.
BTW galling can mostly be prevented by using different materials for the parts of the joint. ie a brass gear on a steel shaft. The important thing is to have different hardnesses in the pieces that are moving relative to one another. Though proper lubrication doesn't hurt either
Whatever you do, don't put an aluminum gear on an aluminum shaft and expect it to turn.