So I just joined this site, and I apparently can get Ultima 4 for free. So I got it, and it looked like it's a gift only. So I put in my email as the recipient. I was a little disturbed to see that it actually worked. Is that legal?

Well, Ultima IV is free. Period. I don't know why it would show up as a gift only, but however you got it, from GOG, it's still yours. Completely legally as well. :)

There are a number of free games that are automatically added to your account.

If you do a search of games under the 'free' price point you can just add those to your account that aren't automatically added

When you try to get it on the shop site, you get a gift code, because you already own the game, as it's free and already added to your library. When you've purchased a game and purchase it again, its exactly the same, you get a gift code. If you like, you can generate 100 gift codes for Ultima 4 and send them to all your friends. GOG will be happy to welcome them here ;-)

Oh, thanks guys!