We don't know much about the show's biggest baddie so far, only that he's a former imperial commander who led the destruction of Mandalore and has an apparent obsession with certain Force-related things. He's chasing down The Child, presumably with the goal of extracting midichlorians from the Force-sensitive being, and in the season finale, he is revealed to have acquired the Darksaber, a legendary weapon traditionally wielded by Mandalorian Jedi Knights.
Reddit user Gremlech thinks this is all part of Gideon's master plan. "Gideon's end game: Find out how to give himself the force. Lightsaber. Vader costume. He just needs the one thing he cant easily steal or have made. He needs to study magic baby in order to figure out how to make Midichlorian juice." The theory suggests that Gideon's ultimate goal is to artificially turn himself into a Sith lord so that he can restore the Empire. It would certainly explain why a seemingly ordinary Imperial leader would be so obsessed with Jedi-related objects and beings. Remember, too, that we have no idea how or why he acquired the Darksaber, which was last heard of during the Imperial era in the possession of Bo-Katan, a Mandalorian leader. Gideon's possession of a Jedi weapon is sure to play a major role in season two, regardless of his ultimate plans.