Next, go to the Windows menu, and select Animation. This will bring up something you may never have seen before, Photoshop's animation palette.
You'll see a new window at the bottom of the screen showing a thumbnail of your image. This is the first frame of your animation. If you don't see the thumbnail, you may need to click on a small button on the lower right of the animation palette, with the tool-tip "Convert to frame animation". The alternative is timeline animation, which is a whole different tutorial.
At the moment the frame thumbnail shows the top-most layer of your multi-layer image, but we want it to show only the first frame, the bottom layer. In the layer palette, click on the "eye" button next to each layer except the first (background). This makes all the other layers invisible except that one.
At this point you need to set the delay on your frame. With an animated GIF, you can set each frame to be shown for a different length of time, but the animation will appear smoother with a constant frame rate. A delay of 0.1 seconds is a good compromise between smooth motion and compact size.
To add the second and subsequent frames, locate the very small square button on the lower edge of the animation palette, with the tool-tip "Duplicates selected frames." Click it, and it will add a copy of your first frame to the sequence. In this frame, make sure that only the second layer is set to be visible. Continue duplicating the frame and changing the layer visibility until you have added all you frames.