Newbie question about starting a project.

You do not have Show Transparency Grid turned on in After Effects. Have you checked the comp settings? It looks to me like the comp was set to a white background. Try soloing Layer 1 and showing the transparency grid by clicking on the checkerboard icon second to the right from the Comp Resolution menu.  If the transparency grid shows up then start stepping through the other layers and make sure all of them are saved with an alpha channel.

It kind of looks like your character is going to be jumping rope. If that is the case I would have all of the layers in one PSD file and import the file as a composition retaining layer size. AE will create a comp that you can open, set out points for all layers, sequence the layers, and be done with the animated sequence in under a minute. 

The info for the selected PSD file in the Project Panel shows that it has a Straight Alpha. Check the file interpretation using the Filr/Interpret Footage/Main menu.

One other comment. Your images are incredibly small and the comp size does not match any video standard so you are going to have problems exporting the work. You cannot successfully export a comp of that size to any streaming service and a lot of media players are going to foul it up too.

If you are really new to AE there are some good tutorials on the UI and basic principals in the Learn workspace and in the User Guide. It would not hurt to check them out.