How do you make gifs?

I've got a really silly question. I saw many gifs in here but I can't understand what do you guys use to create them. I tried Gyazo but look at the result: f4e3b6812ab55fc76c960b0a64dc12f9.gif

Everything is too dark and the file weights too much. After that I found someone made a gif from the same game: Last-Day-of-the-Wood-Game-Download.gif

Colors are much brighter and the weight isn't so big. I do understand that I can ask this question in Google, but I think developers could help me more!

If someone is interested in the game here it is - https://ldjam.com/events/ludum-dare/38/last-day-of-the-woods

Thank to all who will try to help!