>> in case, user directly tries to login to gluu(idp) instead of coming via SP. Meaning, if User doesn't come via SP and directly comes to gluu url then, after authentication, i want user to be redirected to some custom url(SP), instead of showing gluu home page. Not possible. If user direct come to IDP without redirection from SP; it won't have any idea where to go. However.. it 'might' be possible with bunch of custom works if you have just one SP connected with your Gluu Server; but generally there are multiple to 100s of SPs connected with every Gluu Server.

Though, we have multiple SP's, only one is main SP from where redirection will happen. As you said, it is possible if one SP connected, can you share the steps on how to customize?

Sorry, this type of customization require extra time and effort to prepare which doesn't fall into free community support.