No Cost or Freedom?
The word free in the English language does not distinguish between free of charge and freedom.
Free of charge means that you don't have to pay for the book you received. Freedom denotes that you may do as you like with the book you received.
This distinction is immaterial if you just want to read a book privately, but it becomes of utmost importance if you want to work with the book:
* you are a teacher and want to use the book in class,
* you wrote a thesis about the book and want to distribute the book along with your thesis,
* you have a literary web site and want to distribute the book to your audience,
* or you are a writer and want to adapt the book for the stage.
If the book you got is just free of charge, you may do none of the above things. You may not even make a copy of the book and give it to your best friend. But if the book you got is free as in freedom you may do anything you like with that book. Clearly free as in freedom beats free of charge.
Fortunately almost all Project Gutenberg ebooks are free of charge and free as in freedom.
A few Project Gutenberg ebooks are copyrighted. You can tell by reading the license inside the book. You may download a copyrighted book, but you are not allowed to give copies away.
Why are these books free?
Copyright for these books has expired in the United States. (They may still be copyrighted in other countries!) So anybody may make verbatim or non-verbatim copies of those works.