Gideon, Champion of Justice

If damage that can't be prevented is dealt to Gideon, Champion of Justice 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, Champion of Justice has no loyalty counters on him, he's put into his owner's graveyard as a state-based action.

If Gideon, Champion of Justice becomes a creature due to his second ability, that doesn't count as having a creature enter. Gideon was already on the battlefield; he only changed his types. Abilities that trigger whenever a creature enters won't trigger.

If the first ability doesn't resolve (perhaps because the target opponent is an illegal target when the ability tries to resolve), you won't put any additional loyalty counters on Gideon, although the loyalty counter you put on him to activate the ability will remain.