So now we know Gunter predates Marceline
Theory One - Gunter was Simon’s son but he was unable to save him from the Mushroom War and or The Ice King
Theory Two - Gunter was another child like Marcy whom Simon tried to save but he was unable to save him.
Theory Three - Gunter really is the penguin which found found immortality one it own and it really is some sort of immortal benevolent creature. As suggested by Hunson Abadeer.
Theory Four - Gunter was his son who became lost during the chaos of the mushroom war but he survived his line continued and Finn is the Ice King’s great great great great great grand child. Also just to throw this out there I think Finn and Susan Strong are related.