When you first pledge to Glowecestre, you will not get an immediate quest objective that tells you where to go. The clue will be to “Locate where the Afon and Thames Rivers meet” and you will find Gunnar on the west side of the town.
Finding the town is your first problem. You should locate it easy enough though. There are not many rivers in Glowecestre and when you do find them, there is a town right next to the joining of two rivers which will stand out. Once you see the river names you will know where to go.
Once you arrive at the town, you will need to look around for Gunnar. Since the quest tells you he is on the western side, head over there. You can use the raven view to find roughly where he is and from there use odins vision to find him. The quest marker will show up on the map once you get a little closer to him.