Gendry is a bastard son of King Robert Baratheon, but is unacknowledged and unaware of his lineage. Gendry did not receive the bastard surname used in the Crownlands (Waters) because he was not openly acknowledged by Robert.

His mother worked in a tavern and died when he was very young. When he was old enough, an unknown lord paid his apprentice fee so he could learn to be a blacksmith. He spent his whole life in the capital city of King's Landing working as an apprentice blacksmith under his master, Tobho Mott, to forge armor and weapons for the nobility.(info creds to Game of Thrones wiki)

He has met the Hands of the King right before they died. He didn't realize that they were checking in on him because he was the King's bastard. When the King died, he was sold to the Night's watch. When they were just about to leave for the wall, he met Arya who was being bullied by Hotpie and Lommy.

He didn't realize who she was until later in the series when the Lannister guards came looking for him.

They became close since then.

On their way to the wall, they were attacked by the Lannister guards. Arya concealed his identity to the guards by saying that Lommy, who was now dead, was the one they're looking for.

Convenient enough, Lommy was holding Gendry's bull cap that time so they believed them. They were taken to Harrenhal as prisoners and slaves.

Later they escape by the help of Arya's friend, Jaqen Hgar, and met the Brotherhood without Banners where they got separated with Hotpie.

He decided to stay with them when Arya asked him to come with her.

Right before Arya could leave though, Melisandre arrived and bought him off the Brotherhood against his will and leaving Arya alone with them. That's when he found out that his father is King Robert. He was taken to Stannis Baratheon where he got leeched by Melisandre who said she needed his blood for Stannis' victory.

Right after, we find him talking to Davos in the dungeons and later escaped by Davos' help.

We don't know where he is right now in the series but hopefully season 6 will provide that info. . .

Thanks for reading and hopefully ypu enjoyed it. . .