Transparency and lack thereof

I’m working on a programming project. It’s a kind of tribute to the old
8-bit Final Fantasy games. I downloaded all my sprites from the same
website, so they should all have consistent formats. This project is
for my own personal amusement - I won’t ever be selling it, so
copyrights of the sprites will never be an issue.

At the current moment, I have eight sprites on my screen, (well,
actually five images, but one of them is being repeated four times.) Of
my four remaining ally character sprites, my Thief sprite is shown on
the black background with a white rectangle behind him. He’s the only
one who doesn’t mesh seamlessly with the background. Earlier it was
yellow instead of white. I opened the Thief.gif file in gimp and the
background layer looked okay to me. Is this some problem with something
elsewhere on my computer or is there a way to fix this?