help! gif and "palette with alpha channel"

[Senyara]

Hello everyone

I watched several tutorial and I still can't find what I'm doing wrong (and I'm just a beginner I admit).
I wanted to make a gif, and after exporting I had a message telling me that :

"File format .gif doesn't support :
-multiple frames
-Palette with Apha channel"

So I merged down all my frames, that took care of problem n°1, but I still don't know what I did wrong nor do I know what to do about the second.

Can someone please tell me what the "Palette with Alpha channel" means AND how I can make it work please?

(Thanks to everyone trying to answer this)