We sympathize with Gurth, since what he wants most in life is something most of us take for granted: he wants to be a free man. Gurth is a "thrall," which is an Old English word for a person who serves a lord. (Think of the modern word "enthralled," meaning under someone or something's spell.) Being a thrall is like being a slave: you're born into it, and the only person who can free you is the lord himself. (And three guesses on how often that happened.)
Gurth is a swineherd (a pig-keeper) for Cedric of Rotherwood, and there's no sign that Cedric might consider freeing Gurth from his slavery – at least not at the beginning of the book. In fact, Gurth wears an iron collar around his neck with Cedric's name on it, like a dog.
If we were in Gurth's position, we would probably hate Cedric deeply, but Gurth doesn't hate his master. In fact, he shares Cedric's love of Saxon culture (which is where the whole "thrall" institution comes from in the first place) and shares Cedric's deep hatred for the Normans. When Cedric is captured by De Bracy and Bois-Guilbert, Gurth does his best to save Cedric's life.
Gurth is surprisingly complex for a minor character. He resents Cedric's authority over his life, of course, but he is truly loyal to Cedric's family. What really messes things up between Gurth and Cedric isn't politics or Gurth's thralldom: it's Ivanhoe.
Gurth is actually closer to Ivanhoe than Cedric is. He chooses to help Ivanhoe at the Ashby tournament rather than sticking around looking after Cedric's pigs. (And honestly we're with Gurth on this one – hanging around with knights sounds a bit more glamorous.)
Gurth's loyalty and attachment to Ivanhoe and Cedric allows us to forget the unfairness of the relationship. When they're fighting together on the same side, with Gurth working to rescue Cedric, it all seems like one big happy Saxon family. And when Cedric frees Gurth in recognition of his help at Torquilstone, it's Gurth's dream come true. Gurth genuinely appears to love Cedric and Ivanhoe, which makes sense since he has grown up in their household.
At the same time, Scott deliberately shows Gurth to be Cedric's slave. We see how rough Cedric can be with Gurth when he throws him in chains for leaving Rotherwood without permission. Even if the Saxons all hate the Normans, they don't always treat each other all that well either. The very fact that Gurth is Cedric's slave proves that Saxon culture isn't as perfect as Cedric believes it to be.
Even though there is a lot of talk about Saxon freedom from Norman domination in Ivanhoe, the Saxons are also a really hierarchical people. Some Saxons have lots of power, and some (like Gurth) have none at all. In the book's Saxon-vs.-Norman battle, it's important to remember that both sides are equally medieval. Gurth may genuinely like the people he works for, but he is still a slave. He makes us realize how long ago this book is supposed to be taking place.