I have never tried REAL gut. Should I have them string it at my normal tension??
You should string it the same as your normal synthetic gut set up, if you have one. If your normal set up is poly (Luxilon or Bablelot Hurricane Tour), you should string it a bit tighter.
Gut will feel much softer than and any string you've ever tried. To me it is worth the extra expense.
Of course that's because I string my own racquets, and I got a bunch of gut for free.