I learned about being a gentleman at two different points in my life and from two very different places.
When I was a young boy, my dad said to me, "When you're walking with a girl, put yourself on the 'danger' side. For example, when walking on the sidewalk you should be between the street and the girl...just in case." I dare to say that most men would not actively think about it that way [maybe subconsciously]. It's a pretty specific and extreme example, but either way, it stuck with me. In fact, this is how your mama and I walk down the street to this day.
Being a gentleman is not just about the actions of a man toward a woman--the "chivalry" we associate with today like laying your jacket across a street puddle or opening doors. It applies to all forms of conduct. The oldest sense of the term [dating back to Medieval times] refers to having honor, virtue, and courtesy. While in college, I had the fortune of being a part of a fraternal organization that still holds these principles highly. The first pillar in the ritual of the G.E.R.M.A.N. Club of Virginia Tech states clearly:
G stands for Gentleman. Be first of all a gentleman at all times. The true German Club man bespeaks the manners, culture and good breeding that mark the true gentleman. See to it that your own conduct rather than other men's words should praise you. Good manners and good morals go hand in hand, and gentlemanly conduct is everywhere a passport to the high regard of worthy people. In flaming words shines the German doctrine: When dignity is lost, and honor dies, the man is dead.
No doubt it's a hard thing to do in some situations, but a real man should always be a gentleman.