This is what still puzzles me about Gendry. Eldric knew Robert was his dad and was led to believe Robert sent him gifts for his birthday. Robert even spent time with Mya Stone in her early years before Cersei threatened her. Everything done for Gendry was done in secret. Even when Ned realizes he's Roberts kid Ned didn't tell him. Brienne is set to tell him in A Feast for Crows and is interrupted by The Hound Helm.
My gut tells me there is a reason Gendry is under wraps but I can't figure out the end game. Maybe there is none and it was just a plot device. I'm hoping it turns out to be something really cool but I doubt it.
I think that maybe he will become a hero on the war against the Others... But as he has almost none martial training is more likely that he becomes a martyr.
At first I thought that Gendry and Arya would marry one the end, end join the bloodlines of Robert and Ned, as it was theirs wish, but as the story with Arya go I don't think that this will happen anymore.