Gideon's first loyalty ability causes him to become a creature with the creature type Soldier. 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 Soldier is just a creature type (not a planeswalker type).