Equip him with the Rubber Armor Set for lightning resistance and stock up on Zapshrooms before fighting. Link should gear up for some rainy, thundery combat, as he will be taking on a Thunder Gleeok at the Coliseum. You can see the precise location on the map below. The ruins are near the Outskirt Stable, right to the left of the Aquame Lake.
The Coliseum Ruins can be located at the following coordinates: -1154, -1268, 0046.
The first Coliseum you may come across is also the only one found above ground in Hyrule.