Sounds like you've encountered the 32-bit system memory issue (although some people with 64-bit systems also experience this).
First, you could try entering again (and maybe again and again). Travel to another location and then go to Gilded Vale from there instead. Another thing that has worked for some, myself included, is to turn down the resolution a notch or two. You could also try turning down graphics quality to the minimum setting in the options menu.
If none of this helps, you could try closing down the game and rebooting your system. When it starts back up, start Steam, GOG or whatever client you're using and start the game. Try the above steps again. In my quite extensive experience with this issue, suddenly things will work again.
You're going to have this pop up over and over again many more times, so get used to saving before exiting any maps. The next patch should contain a fix that at least improves this issue somewhat although it probably won't fix it completely.