The Galois hull of a linear code is the intersection of itself and its Galois dual code, which has aroused the interest of researchers in these years. In this paper, we study Galois hulls of linear codes. Firstly, the symmetry of the dimensions of Galois hulls of linear codes is found. Some new necessary and sufficient conditions for linear codes being Galois self-orthogonal codes, Galois self-dual codes, and Galois linear complementary dual codes are characterized. Then, we propose explicit methods to construct Galois self-orthogonal codes of larger length from given Galois self-orthogonal codes. As an application, linear codes of larger length with Galois hulls of arbitrary dimensions are further derived. Focusing on the Hermitian inner product, two new classes of Hermitian self-orthogonal maximum distance separable (MDS) codes are also constructed. Finally, applying all the results to the construction of entanglement-assisted quantum error-correcting codes (EAQECCs), many new q-ary or q-ary EAQECCs and MDS EAQECCs with rates greater than or equal to 21 and positive net rates can be obtained. Moreover, the minimum distance of many q-ary MDS EAQECCs of length n>q+1 is greater than or equal to ⌈2q⌉.