Gendry, aka Robert Baratheon's bastard blacksmith son, went North beyond the wall with Jon, Tormund, and the Brotherhood Without Banners. When Jon realized the Army of the Dead was marching south, he sent Gendry running as fast as he could to send a raven to Daenerys. He did it, Dany saved the day, and now he's just really tired and on his way to Winterfell with his old pal Davos, his new pal Jon and Jon's new hookup, Dany.