The infrared and Terahertz properties of GdMnO_3 have been investigated as function of temperature and magnetic field, with special emphasis on the phase boundary between the incommensurate and the canted antiferromagnetic structures. The heterogeneous incommensurate phase reveals strong magnetodielectric effects, characterized by significant magnetoelectric contributions to the static dielectric permittivity and by the existence of electrically excited magnons (electromagnons). In the commensurate canted antiferromagnetic phase the magnetoelectric contributions to the dielectric constant and electromagnons are suppressed. The corresponding spectral weight is transferred to the lowest lattice vibration demonstrating the strong coupling of phonons with electromagnons. ; Comment: 5 pages, 4 figures