If you’re talking about the royal ring, you don’t get it from rescuing Gon. In fact you barely have to travel into the palace to find him. When you enter the palace and go down stairs to the left and then start going down the larger staircase, you’ll find Gon on one of the doors on the left side.
As for the royal ring you get it when this happens. Go all the way down the palace until you get to a locked door near the end that needs the ring. Then you visit Lance and one of the guys in a building will give you the ring if you’ve been down there. Honestly I’ve gotten used to the place so I haven’t had much trouble in terms of leaving it.