There aren't really consequences, but if you go with the imperial guy, you get discounts on items at the blacksmith in Riverwood. And if you go with Ralof, you get to stay at his sistersister's house and her husband's. It wint effectwon't affect the civil war quests either.
Gurder is not ralof's wife because ralof is gurder's older brother and he just asks to stay there for a bit if you read the name of the house it says hod and gurder's house.