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Any counters that are put on Gideon remain on him while he's not a creature, even if they have no effect on a noncreature planeswalker.

If an Equipment becomes attached to Gideon while he's a creature, it'll become unattached during the next upkeep that isn't yours. The same is true of any Auras that become attached to Gideon that can't enchant a noncreature planeswalker.

If an effect causes Gideon to lose all abilities during your turn, he's still a Human Soldier creature and a Gideon planeswalker. This is because his first ability applies before that ability is lost.

If damage that can't be prevented is dealt to Gideon during your turn, 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.

You choose which ability the target creature gains as Gideon's first loyalty ability resolves, not as you activate it.