Is there any way that I can make Gatling to follow a link after page load, On click this link redirects to a new page which gives login page ?
Gatling doesn't automate web browsers. You have to parse the network traffic in order to find where the link comes from. Such parsing really depends on how your application works. If HTML content is generated server side, there's an example based on css selectors in the tutorial. If it's generated in Javascript, you probably have to parse some JSON payload, eg with a JMESPath check.