It's important to do research. I do that in every play, every actor does.

He was said to be a wealthy draper from Cheapside in London who owned land at Olney in Buckinghamshire near where Cowper lived. External links
The poem in full at
Bartleby. It is likely that he was actually a Mr Beyer a linen draper of the Cheapside corner of Paternoster Row.

He was said to be a wealthy draper from Cheapside in London who owned land at Olney in Buckinghamshire near where Cowper lived. There are a number of sites commemorating the exploits of John Gilpin most notably Gilpin's Gallop a street in the village of Stanstead St Margarets said to be on the original route taken by the horse's unfortunate pilot. The poem tells how Gilpin and his wife and children became separated during a journey to the Bell Inn Edmonton after Gilpin loses control of his horse and is carried ten miles further to the town of Ware.