First, don't expect any walkthroughs because I don't think anyone has done this before. Here's some thoughts to get you started though:
-Look at the "Boot from SD card howto" here. You'll almost certainly want to leave the default Linux install on the internal flash to use it as a rescue system for your gentoo install if/when it goes horribly wrong. Doing that will reduce the risk that you brick your device to basically nothing and give you a way to restore files.
-You will have to stick with the default kernel since some of the drivers are not open source and some with source probably aren't in the mainline Linux kernel. Wifi is one example. DSP is another.
-Remember that you need to find a compatible Gento stage3 for ARM. Specifically you'll want one that is EABI and if it's optimized for Armv6tej or Armv5te all the better.
-Also look up the "networking over USB" howto: here.

Good luck and tell us how it goes!

-John