We describe the structure of the Whittaker or Gelfand-Graev module on a n-fold metaplectic cover of a p-adic group G at both the Iwahori and spherical level. We express our answer in terms of the representation theory of a quantum group at a root of unity attached to the Langlands dual group of G. To do so, we introduce an algebro-combinatorial model for these modules and develop for them a Kazhdan-Lusztig theory involving new generic parameters. These parameters can either be specialized to Gauss sums to recover the p-adic theory or to the natural grading parameter in the representation theory of quantum groups. As an application of our results, we deduce geometric Casselman-Shalika type results for metaplectic covers, conjectured in a slightly different form by S. Lysenko, as well as prove a variant of G. Savin's local Shimura type correspondences at the Whittaker level.