Dynamical heterogeneities exist ubiquitously in materials near a dynamical arrest transition, such as glass formation or gelation. Among the readily discernible features of heterogeneous dynamics is a non-Gaussian exponential component in the distribution of the constituent particle displacements that is not understood at the single-particle level. We present an experimental study of particle dynamics and self-van Hove functions G_{s}(r,t) in a colloid-polymer system approaching gelation. We show experimental evidence, in the special case of a gelation transition, for exponentially distributed times for anomalously large displacements, and confirm that an exponential tail in G_{s} arises from rare events with associated Poisson statistics. We focus on the role of the anomalous large displacements and analyze their time scales, relating them to other time scales typically used to describe structural relaxation in gels and glasses: the time to cage breakup and the time for re-emergence of Fickian behavior at long times. Furthermore, we search for a structural origin of the dynamical heterogeneity. Various quantities characterizing local structure are examined. We found evidence of a strong correlation between local structure and local dynamics, in contrast to what has been found in supercooled liquids.