Yes, gaseous form is susceptible to non-magic damage
SRD page 146 has this to say about gaseous form:
The target has resistance to nonmagical damage, and it has advantage on Strength, Dexterity, and Constitution saving throws.
And page 97 of the SRD says, "[i]f a creature…has resistance to a damage type, damage of that type is halved against it."
Therefore, any creature under the effect of gaseous form takes half damage from non-magical attacks.
On the other hand you cannot hurt something, that is basically cloud.
This is a dangerous line of thinking. D&D is a game, and thus has rules. The rules specifically say that a gaseous creature still takes some damage from non-magical attacks. The spell says you have resistance to non-magical damage. Therefore, you only have resistance and not immunity.