In future radio access networks, machine learning (ML) based strategies for short-term forecasting of vehicular trajectories will be key for anticipatory resource allocation and management at the mobile edge. However, training ML models in a centralized fashion, over data collected from a massive heterogeneous and dynamic set of devices, poses significant scalability, reliability, and efficiency challenges, which are still open to date. In this paper, we look at the specific issue of scalable and resource-efficient training of ML models in a vehicular environment. To address such a challenge, we propose a new Gossip Learning scheme, i.e., a fully distributed, collaborative training approach based on direct, opportunistic model exchanges via wireless device-to-device (D2D) communications with no centralized support. Our approach is based on constantly improving each node's own model instance through knowledge transfer among nodes, and on different strategies for estimating the potential contribution of neighboring nodes to the training process at a node. Extensive numerical assessments on a variety of measurement-based dynamic urban scenarios suggest that our schemes are able to converge rapidly and provide sufficiently accurate forecasts of vehicle position for time horizons which are typical of future 5G/6G dynamic resource allocation algorithms.