Components that are statically compiled by Gatsby know how to make efficient use of the GraphQL resources that they consume. One of the great things about GraphQL is that it's easy for tools to parse and generate efficient code at compile time. If you want a more in-depth introduction to GraphQL before continuing with Gatsby, a good one can be found here: http://graphql.org/learn/.
Another place that static Gatsby React apps help reduce resource consumption is in the backend. These apps aren't constantly hitting API endpoints that return the same response every single time. This is time that the same API and database could be spent servicing requests that actually need dynamic data or are generating new data.