Spoiler (click to show/hide):
wow your a quick study. Then again it's not like you haven programmed before.
I don't understand why your having the inner class in your constructor so i moved it out side of the class all to gather.
setVistible is one of the last things you do, since that makes your GUI visible and you're likely still setting up your board (like you were in this case)
I gave some suggestions code for something simpler than gridbaglayout. I was doing this all in notepad++ so i don't know if i made mistakes. I did not run the code.
EDIT
The indenting was really sloppy and that is a big deal but from what i can tell it's the forum messing with the formatting.
anyways just remember that after a open bracket you indent a extra amount and after a close bracket you intent less.
I perfer using tab, but if your using space bar that's okay. (