Despite what he said earlier, he did take the advice of the anonymous person and go for a walk, finding his way to this floor. It wasn't to calm himself down so much as to just think about things. If what had been said was actually true, then Baelfire was dead, not to say anything of Belle. His life for the past three hundred years was to find his son and apologize to him for choosing magic over his son's happiness, being a coward instead of the good father he should have been for him.

Whether or not he knew that monsters roamed the forest at night is unknown, but either way, Gold is not being quiet when walking through it. Now that his son is thought to be dead, he just doesn't care anymore. If there are monsters here and they find him, then so be it. Maybe in death he will find his son.