Does a creature with lifelink gain you life if it deals damage to a player who has hexproof?

Hexproof means a permanent or player "can't be the target of spells or abilities your opponents control" (CR 702.11b). It does not prevent damage from being dealt to that player — it only stops things that use the word "target" in their text or rules.

Lifelink is a static ability that causes damage dealt by the creature to also cause its controller to gain that much life (CR 702.15b). No spell or ability is targeting the hexproof player here; damage is simply being dealt as a result of combat or another effect. Hexproof has no interaction with damage at all.

So when a creature with lifelink attacks and deals combat damage to a player with hexproof, the attacking player gains life equal to the damage dealt, completely normally.

Example: Your opponent has hexproof (perhaps from Ivory Mask). You attack with a 3/3 creature with lifelink. It deals 3 damage to your opponent, and you gain 3 life. The opponent's hexproof did nothing to prevent either the damage or your life gain.

Remember: hexproof is a shield against being targeted, not a shield against damage. Only abilities like protection or damage prevention effects could interfere with combat damage.