I followed the advice and converted PNG files to PNG24, this is the procedure:

root@test:/usr/share/mplayer/skins/clearplayer# file *png
button_forward.png: PNG image data, 39 x 126, 8-bit colormap, non-interlaced
button_load.png:    PNG image data, 39 x 126, 8-bit/color RGB, non-interlaced
button_next.png:    PNG image data, 39 x 126, 8-bit/color RGB, non-interlaced
button_pause.png:   PNG image data, 39 x 126, 8-bit colormap, non-interlaced
button_play.png:    PNG image data, 39 x 126, 8-bit colormap, non-interlaced
button.png:         PNG image data, 39 x 126, 8-bit colormap, non-interlaced
button_prev.png:    PNG image data, 39 x 126, 8-bit/color RGB, non-interlaced
button_rewind.png:  PNG image data, 39 x 126, 8-bit colormap, non-interlaced
button_stop.png:    PNG image data, 39 x 126, 8-bit colormap, non-interlaced
font.png:           PNG image data, 171 x 48, 8-bit colormap, non-interlaced
main.png:           PNG image data, 380 x 115, 8-bit colormap, non-interlaced
mute.png:           PNG image data, 10 x 51, 8-bit colormap, non-interlaced
pos.png:            PNG image data, 27 x 45, 8-bit colormap, non-interlaced
sub.png:            PNG image data, 372 x 286, 8-bit/color RGB, non-interlaced
vol.png:            PNG image data, 18 x 42, 8-bit colormap, non-interlaced
waves.png:          PNG image data, 6 x 154, 8-bit colormap, non-interlaced

root@test:/usr/share/mplayer/skins/clearplayer# for FILE in *.png ; do sudo convert $FILE -define png:format=png24 $FILE; done

root@desk:/usr/share/mplayer/skins/clearplayer# file *png
button_forward.png: PNG image data, 39 x 126, 8-bit/color RGB, non-interlaced
button_load.png:    PNG image data, 39 x 126, 8-bit/color RGB, non-interlaced
button_next.png:    PNG image data, 39 x 126, 8-bit/color RGB, non-interlaced
button_pause.png:   PNG image data, 39 x 126, 8-bit/color RGB, non-interlaced
button_play.png:    PNG image data, 39 x 126, 8-bit/color RGB, non-interlaced
button.png:         PNG image data, 39 x 126, 8-bit/color RGB, non-interlaced
button_prev.png:    PNG image data, 39 x 126, 8-bit/color RGB, non-interlaced
button_rewind.png:  PNG image data, 39 x 126, 8-bit/color RGB, non-interlaced
button_stop.png:    PNG image data, 39 x 126, 8-bit/color RGB, non-interlaced
font.png:           PNG image data, 171 x 48, 8-bit/color RGB, non-interlaced
main.png:           PNG image data, 380 x 115, 8-bit/color RGB, non-interlaced
mute.png:           PNG image data, 10 x 51, 8-bit/color RGB, non-interlaced
pos.png:            PNG image data, 27 x 45, 8-bit/color RGB, non-interlaced
sub.png:            PNG image data, 372 x 286, 8-bit/color RGB, non-interlaced
vol.png:            PNG image data, 18 x 42, 8-bit/color RGB, non-interlaced
waves.png:          PNG image data, 6 x 154, 8-bit/color RGB, non-interlaced
root@test:/usr/share/mplayer/skins/clearplayer# 

I can start gmplayer now, issue fixed!

$ gmplayer
MPlayer 1.3.0 (Debian), built with gcc-7 (C) 2000-2016 MPlayer Team
do_connect: could not connect to socket
connect: No such file or directory
Failed to open LIRC support. You will not be able to use your remote control.
Gtk-Message: 01:42:09.749: Failed to load module "canberra-gtk-module"
Skin config file at line 19: 'potmeter' is deprecated, use 'hpotmeter' instead.
Skin config file at line 24: ',font' is deprecated, use 'font = fontfile' instead.
Skin config file at line 32: 'sub' is deprecated, use 'video' instead.

Exiting... (Quit)