If it's not fuzzy, then it's nothing to worry about. The gills don't have oxygen in the tips, because the axolotl doesn't need its gills to grow bigger. If there's plenty of oxygen in the water, the gills might even grow shorter.
However! I can't see it too clearly in your picture, but I think the white tips are fuzzy?
Then it's fungus and you need to treat your axolotl for it.
So... fuzzy or not?