Gideon, Ally of Zendikar — ruling 1

Gideon's first ability doesn't count as a creature entering the battlefield. Gideon was already on the battlefield; he only changed his types. Specifically, your rally abilities won't trigger. (Of course, Gideon's second ability will cause rally abilities to trigger.)

Gideon, Ally of Zendikar — ruling 2

If Gideon becomes a creature the same turn he enters the battlefield, you can't attack with him or use any of his {T} abilities (if he gains any).

Gideon, Ally of Zendikar — ruling 3

Gideon's first ability causes him to become a creature with the creature types Human, Soldier, and Ally. He remains a planeswalker with the planeswalker type Gideon. (He also retains any other card types or subtypes he may have had.) Each subtype is correlated to the proper card type: planeswalker is only a type (not a creature type), and Human, Soldier, and Ally are just creature types (not planeswalker types).

Gideon, Ally of Zendikar — ruling 4

If damage that can't be prevented is dealt to Gideon after his first ability has resolved, that damage will have all applicable results: specifically, the damage is marked on Gideon (since he's a creature) and that damage causes that many loyalty counters to be removed from him (since he's a planeswalker). Even though he has indestructible, if Gideon has no loyalty counters on him, he's put into his owner's graveyard.

Gideon, Ally of Zendikar : règles, fonctionnement et interactions (MTG)

Gideon, Ally of Zendikar is one of those cards players keep asking about. Here is, in plain words, what its official text says, the rulings published by Wizards of the Coast, and the combos players actually run.

Official card text

+1: Until end of turn, Gideon becomes a 5/5 Human Soldier Ally creature with indestructible that's still a planeswalker. Prevent all damage that would be dealt to him this turn. 0: Create a 2/2 white Knight Ally creature token. −4: You get an emblem with "Creatures you control get +1/+1."

How it works : Gideon, Ally of Zendikar

Original English text — Wizards of the Coast / Scryfall

#1August 25, 2015· Wizards of the Coast
Gideon's first ability doesn't count as a creature entering the battlefield. Gideon was already on the battlefield; he only changed his types. Specifically, your rally abilities won't trigger. (Of course, Gideon's second ability will cause rally abilities to trigger.)
No other card is named in this ruling.
#2August 25, 2015· Wizards of the Coast
If Gideon becomes a creature the same turn he enters the battlefield, you can't attack with him or use any of his abilities (if he gains any).
No other card is named in this ruling.
#3August 25, 2015· Wizards of the Coast
Gideon's first ability causes him to become a creature with the creature types Human, Soldier, and Ally. He remains a planeswalker with the planeswalker type Gideon. (He also retains any other card types or subtypes he may have had.) Each subtype is correlated to the proper card type: planeswalker is only a type (not a creature type), and Human, Soldier, and Ally are just creature types (not planeswalker types).
No other card is named in this ruling.
#4August 25, 2015· Wizards of the Coast
If damage that can't be prevented is dealt to Gideon after his first ability has resolved, that damage will have all applicable results: specifically, the damage is marked on Gideon (since he's a creature) and that damage causes that many loyalty counters to be removed from him (since he's a planeswalker). Even though he has indestructible, if Gideon has no loyalty counters on him, he's put into his owner's graveyard.
No other card is named in this ruling.