If damage that can't be prevented is dealt to Gideon after his second 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.