First, ensure you have a Kafka cluster set up and running. You can download Kafka from the Apache Kafka website and follow the installation instructions. Once installed, start the Kafka server and ensure that your Zookeeper instance is running as well, since Kafka relies on Zookeeper for managing cluster metadata.

Create the necessary Kafka topics where you intend to send data from GitLab. Use the Kafka command-line tool to create topics. For example:
```bash
kafka-topics.sh --create --topic gitlab-data --bootstrap-server localhost:9092 --partitions 1 --replication-factor 1
```
Replace `gitlab-data` with the name of your desired topic.

Within your GitLab project, navigate to Settings > Webhooks. Add a new webhook pointing to an endpoint that you will create to receive GitLab events. Configure it to trigger on the events you are interested in (e.g., push events, merge requests).

Write a simple web server in a language of your choice (e.g., Python, Node.js) that listens for HTTP POST requests from GitLab's webhook. The server should parse incoming JSON data, which contains the event details.

For instance, in Python using Flask:
```python
from flask import Flask, request, jsonify

app = Flask(__name__)

@app.route('/gitlab-webhook', methods=['POST'])
def gitlab_webhook():
event_data = request.json
# Process event_data
return jsonify({'status': 'received'})

if __name__ == '__main__':
app.run(port=5000)
```

Transform the GitLab event data into a format suitable for Kafka. This typically involves serializing the data into JSON or a similar format. Ensure the serialized data captures all necessary information for downstream processing.

Implement a Kafka producer within your web server that sends the serialized GitLab event data to the appropriate Kafka topic. Use a Kafka client library that corresponds with your server's programming language.

For example, in Python using `confluent-kafka`:
```python
from confluent_kafka import Producer

producer = Producer({'bootstrap.servers': 'localhost:9092'})

def send_to_kafka(topic, data):
producer.produce(topic, key=None, value=data)
producer.flush()

@app.route('/gitlab-webhook', methods=['POST'])
def gitlab_webhook():
event_data = request.json
serialized_data = json.dumps(event_data)
send_to_kafka('gitlab-data', serialized_data)
return jsonify({'status': 'received'})
```

Test the entire setup by triggering events in GitLab and ensuring they are correctly pushed to Kafka. Check the Kafka consumer logs to verify that messages are being received. Additionally, consider implementing logging and monitoring in your web server to track incoming requests and Kafka message statuses for better reliability and troubleshooting.

This guide assumes you have basic knowledge of setting up and configuring both GitLab and Kafka. Adjust configurations and implementations according to your specific use case and environment.