How to Prove E $\subsetneq$ EXP?
The time hierarchy theorem states that if $f(n)$ is a reasonable function (technically, time-constructible), then there are some languages computable in time $f(n)$ that require (almost) time $f(n)$. More accurately, for any $g(n)$ satisfying $$ \frac{g(n)\log f(n)}{f(n)} \longrightarrow 0, $$
there is a function computable in time $f(n)$ but not in time $g(n)$.

Intuitively, this is saying that if we have more time ($f(n)$ rather than $g(n)$), then we can compute more languages. The theorem is a time-bounded version of the undecidability of the halting problem, and is proved in a very similar way.

In your case, you want to show that time $O(2^{n^\gamma})$ is more powerful than time $O(2^{cn})$. Here is one naive attempt: pick some $f(n) \in O(2^{n^\gamma})$ such that for all $g(n) \in O(2^{cn})$, the prerequisites of the time hierarchy theorem are satisfied. This shows that for each particular $c$, there is a language in EXP not computable in time $O(2^{cn})$. However, for all we know it can be computed in time $O(2^{(c+1)n})$, and so this doesn't show that EXP is larger than E.

Instead, you want to find a single language in EXP which is simultaneously not computable in time $O(2^{cn})$ for all $c$. To ensure that, you need to pick $g(n)$ judiciously, and I'll leave you to that.