See below

Fry up your favorite spicy sausage, preferably in a cast iron
skillet. You want a pan where pieces of the sausage will stick to the
bottom. Drain all but 1 or 2 Tbls. of grease from the pan. Now add 1
or 2 Tbls. of flour to the grease & cook till you have a roux. Be
sure you scrape up the sausage drippings from the bottom of the pan
while you do this. Now slowly add a cup or two of milk & cook till
its bubbling & thickened. Add salt & *lots* of pepper to taste. If
you dont have very spicy sausage youll probably want to add a good
portion of cayenne to the gravy. [OUCH!] The amount of salt AND
pepper you use will depend entirely on the spiciness of the sausage.
Note that this seems to work best if the milk isnt ice cold. This is
just an observation Ive made. In the old days this usually wasnt a
problem. Today I would just e it till the chill is off. [I
agree.] Cool is ok.