Test devices arrive at calibration labs with unknown fluids in them, or need to be calibrated with a different fluid than what they are used with.
The first step would likely be to clean the gauge. See this article for methods of doing that, Cleaning Pressure Gauges - Contamination Prevention
After the gauge is clean you might want to fill it with the liquid that your calibrator uses. Taking the extra time to do this will almost always save you time overall because if you connect a large volume gauge that is full of air to a liquid calibrator the liquid calibrator won't work very well, and it will take you more time and effort to try and use the calibrator to fill the gauge. Filling a gauge with the calibration liquid is just like filling it with cleaning solution. See the above article for methods of how to do that.