Its trivial to bypass the Gatekeeper restrictions manually. The user can either just right/control click on the package in their Downloads folder, or wherever it landed, and choose "Open" and Installer.app will open it and let them run it.
Second way is, after they get this error, go into System Preferences > Security & Privacy (assuming its not grayed out for them) and at the bottom of the General tab it will show the package Gatekeeper just blocked with an Open button next to it they can click.
As for the developer certificate, you need to sign up as a developer with Apple I believe to get a valid dev ID to use. As far as actually creating the certificate, I can't help there as I haven't done it, but I'm sure you can locate that with some Googling. I would just instruct users to use one of the methods above to run the installer until you get the certificate part taken care of.
