You should implement Activities and Places pattern: http://www.gwtproject.org/doc/latest/DevGuideMvpActivitiesAndPlaces.html
I am using it for 3 years, and it works very well.
Note, however, that when you reload a page, you lose all of your state, data, etc. If you need to preserve some of it, you can use a combination of a Place (#page1) and a token that tells the corresponding Activity the state of the View representing this Place, i.e. (#page1:item=5).