Gravity waves are very weak and hard to measure. A single cycle occurs in a rapid change of local gravity, propagating over long distances.

The main difference is that gravitational waves are quadrupole compared to EM waves which are dipole.

https://en.wikipedia.org/wiki/Gravitational_wave#Effects_of_passing

Gravitational wave is given by; □hαβ=0, where hαβ=ηαβ-gαβ √|g| representing deviations from flat space metric. The box operator is well-known, ∇2 - ∂t2. That means these deviations represented by hαβ satisfy (for each component) wave equation in free space.

Gravity is a weak force but has only one sign of charge.

Electromagnetism is much stronger but comes in two opposing signs of charge.

This is the most significant difference between gravity and electromagnetism and is the main reason why we perceive these two phenomena so differently. It has several immediate consequences:

Significant gravitational fields are generated by accumulating bulk concentrations of matter. Electromagnetic fields are generated by slight imbalances caused by small (often microscopic) separations of charge.

Gravitational waves, similarly, are generated by the bulk motion of large masses and will have wavelengths much longer than the objects themselves. Electromagnetic waves, meanwhile, are typically generated by small movements of charge pairs within objects and have wavelengths much smaller than the objects themselves.

Gravitational waves are weakly interacting, making them extraordinarily difficult to detect; at the same time, they can travel unhindered through intervening matter of any density or composition. Electromagnetic waves are strongly interacting with normal matter, making them easy to detect; but they are readily absorbed or scattered by intervening matter. which CERN has independently verified  2009

Gravitational waves give holistic, sound-like information about the overall motions and vibrations of objects. Electromagnetic waves give imagesrepresenting the aggregate properties of microscopic charges at the surfaces of objects.

Gravitational charge is equivalent to inertia.

The electromagnetic charge is unrelated to inertia. 

This is the more fundamental difference between electromagnetism and gravity and influences many of the details of gravitational radiation, but in itself is not responsible for the dramatic differences in how we perceive these two types of radiation. Most of the consequences of the principle of equivalence in gravity have already be discussed, such as:

The fundamental field of gravity is a gravitational force gradient (or tidal) field and requires an apparatus spread out over some distance in order to detect it. The fundamental field of electromagnetism is an electric force field, which can be felt by individual charges within an apparatus.

The dominant mode of gravitational radiation is quadrupolar: it has a quadratic dependence on the positions of the generating charges and causes a relative "shearing" of the positions of receiving charges. The dominant mode of electromagnetic radiation is dipolar: it has a linear dependence on the positions of the generating charges and creates a relative translation of the positions of receiving charges.

Einstein predicted that something special happens when two bodies—such as planets or stars—orbit each other. He believed that this kind of movement could cause ripples in space. These ripples would spread out like the ripples in a pond when a stone is tossed in. Scientists call these ripples of space gravitational waves.

Gravitational waves are invisible. However, they are incredibly fast. They travel at the speed of light (186,000 miles per second). Gravitational waves squeeze and stretch anything in their path as they pass by.

The most powerful gravitational waves are created when objects move at very high speeds. Some examples of events that could cause a gravitational wave are:

1- when a star explodes asymmetrically (called a supernova)

2- when two big stars orbit each other

3- when two black holes orbit each other and merge

But these types of objects that create gravitational waves are far away. And sometimes, these events only cause small, weak gravitational waves. The waves are then very weak by the time they reach Earth. This makes gravitational waves hard to detect.

In 2015, scientists detected gravitational waves for the very first time. They used a very sensitive instrument called LIGO (Laser Interferometer Gravitational-Wave Observatory). These first gravitational waves happened when two black holes crashed into one another. The collision happened 1.3 billion years ago. But, the ripples didn’t make it to Earth until 2015!

On February 11, 2016, the LIGO Scientific Collaboration and Virgo Collaboration published a paper about the detection of gravitational waves, from a signal detected at 09.51 UTC on 14 September 2015 of two ~30 solar mass black holes merging about 1.3 billion light-years from Earth.

Other waves have a particle associated with them. General relativity does not require a particle associated with the gravitational waves. However, there are many theories that propose Graviton as the associated particle. But Graviton has not been detected so far.

TDM: it is nothing more than the sound-like change of gravitational amplitude when two objects are orbiting each-other.

That is incorrect, the amplitude of the Newtonian force drops as r -2 and differences ("tidal force") drop as r -3 but gravitational wave strain amplitudes fall as r -1. Gravitational "force" points towards the source while GW are transverse so there are significant differences.

LIGO doesn't need to, Newton confirmed the inverse square law (approximation for a weak field which is certainly the case) over 300 years ago.

Robert Junior Daw you appear to have plagiarised your entire answer directly (cut and paste) from the website http://www.tapir.caltech.edu/~teviet/Waves/differences.html

If you are actuallyTeviet Creighton (the author of that website), then I apologise.

In my opinion a gravitational wave is a radio wave (an electromagnetic wave) which is created by the magnetic fields of two large size objects when they come near to each other.

I like to add the following additional reason regarding consideration of gravitational waves as radio waves. When two self rotating bodies come close to each other, there is a chance for interference of magnetic lines of these bodies and radio waves are produced. I said that such radio waves are called gravitational waves. If these bodies go ahead further and if they collide with each other, then light waves, microwaves, alpha rays, and beta rays may be produced. Microwaves, alpha rays and beta rays may not reach our earth because of their low speed in vacuum and because of their low penetrating capacities. However light rays (gamma rays, X-rays, ultra violet rays, visible rays and infra red rays) produced may reach our earth. That is, gravitational waves may be observed before collisions, and light rays may be observed after some seconds. These things happened (For example: https://link.springer.com/article/10.1007/s11467-019-0913-4). These arguments also support my reason to believe that a gravitational wave is a radio wave (in addition to my book titled "Planets and electromagnetic waves").

I like to inform that a related question "Can we consider gravitational waves as electromagnetic waves?" has been asked by me. While asking this question, I have explained further about the reason to believe gravitational waves as electromagnetic waves.