In this paper, we obtain the Gronwall type inequality for generalized fractional operators unifying Riemann-Liouville and Hadamard fractional operators. We apply this inequality to the dependence of the solution of differential equations, involving generalized fractional derivatives, on both the order and the initial conditions. More properties for the generalized fractional operators are formulated and the solutions of initial value problems in certain new weighted spaces of functions are established as well.