I feel like this is such a simple thing but I am just blanking on this. Where can I set up my preferred domain. I want Google to view mysite.com instead of www.mysite.comI'm following this guidehttps://support.google.com/webmasters/answer/44231?hl=enbut I cannot find a gear icon. Is this article out of date?Where can I find the 'www vs non www' settings in google analytics? 
How to set preferred domain on website in google analytics
google analytics
You would seem to be looking in the wrong tool. It's in Google Search Console (formerly Google Webmaster Tools), not in Google Analytics.The page you linked to is a Search Console Help document.