Q:

How are free electrons produced in a gas?

I'm aware about ionisation but even to ionise a gas you need an electron. So how in a discharge tube, which has a low pressure gas and a high voltage, does current flow? How is the first electron initially obtained? 

A:

the first electrons that initiate the rest of the current flow can be plucked free of the electrode surface in two ways: 1) field emission, where the strength of the electric field at the surface is big enough to pull electrons out of it, or 2) the photoelectric effect, where a stray ultraviolet photon happens to strike the electrode surface and eject an electron from it.
Once you have a "loose" electron like that in that strong electric field, it gets accelerated until it smacks into a gas molecule, knocking an electron off it, and now you have two loose electrons and one positive ion that will get accelerated. 
Two things then occur: 1) a growing avalanche of fast electrons sweeping their way through the gas in the tube towards the positive electrode, and 2) a slower drift of heavy ions moving toward the negative electrode. When one of these heavy ions strikes the negative electrode it can knock loose several electrons which then join the others in the growing cascade, speeding off towards the positive electrode. 
In a short time you have ionized enough of the gas molecules in the gap between the charged electrodes in this way that its electrical resistance drops to a low value and a large flow of current then develops between the electrodes. If that current is not limited by an external resistance, you'll get a power arc between the electrodes, which will get burned. If there is limiting resistance in the high voltage circuit driving the tube, then you will obtain a glow discharge, whose characteristics can be varied by varying the amount of allowed current. 

