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No, the tokens are not forced to attack Gideon the turn they are put on the battlefield. They can attack the defending player or another planeswalker.
Gideon's first ability is a requirement placed on the turn-based action of declaring attackers. That action is the first thing the attacking player do in the declare attackers step.
The tokens created by Cagebreakers are not declared as attackers when the restriction is being applied, therefore they are not affected by it.
See this ruling for Cagebreakers:
And this ruling for Gideon Jura: