When you save the image for the first time (If you've already saved it, you need to save as and replace it) there will be a window with the gif options.
One of those is set to "I don't care", which defaults to combine. You need to set it to replace. After having saved, go to file -> revert.
You can now use the playback feature to see your animation without combining frames and with the frame delay you specified. (Frame delay only works in multiples of ten.)
Note that saving as a gif will make your image indexed, and you will have to switch it to RGB (Image -> Mode) if you want to add colours later.