Not all that different than hitting a rocky planet.
Small enough ones will break up in the atmosphere just like here. But Gas Giants are…well…giant. At their atmosphere is a lot more dense so that means what counts as “small” is a lot bigger than here on Earth. I don’t really know how to do the math, but I wouldn’t be surprised if anything smaller than a dwarf planet just breaks up in atmo.
So, a lot of the meteors that hit our own atmosphere often burn up before they even hit the ground. Sometimes this happens peacefully as they disintegrate. Other times the meteor actually breaks apart violently in an explosion. The chelyabinsk meteorite was one such example where a fairly large meteor broke apart high in the air, yet the shockwave from it was so strong it blew out windows all across the nearby city.
Jupiter has a thicker atmosphere that keeps on getting thicker, so meteors burn up and break apart once they get too far down into the atmosphere. the very densest ones might make it far enough where the gravity pressure turns the gases into liquids, or into solids even farther down. It would cause a large explosion as it hit this dense ocean and eject a lot of material into the atmosphere. saturn, uranus, and neptune are similar.
With Shoemaker Levy, a large comet which broke up into many fragments and then struck Jupiter in 1994, each impact from a fragment created a huge explosion(iirc the largest explosion absolutely dwarfed the world’s entire combined stockpile of nuclear weapons) and a fireball that sent hot material and gasses high into jupiter’s atmosphere, and created heated dark spots on the planet that lasted for a while due to hot gasses from jupiter’s lower atmosphere hanging around in the upper layers.
As you descend into Jupiter’s atmosphere the density of the gas and therefore pressure increases. After a certain point, the gas (mostly hydrogen and carbon) will begin to behave more like a liquid, and eventually a solid. There are theories that the core of the planet could actually be a massive diamond because the internal pressure would be so great.
Here is a cool video on the subject:
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