You're off to a nice start and your mountains look great, especially for being mouse-drawn!

For the grey border, if you figure out what layer it's on, try using the 'Select by Colour' tool on it. Since it seems to be a solid block of colour, you should be able to select it all at once then hit the delete key and you should be left with a transparent area (unless you've something else underneath).

For your font installation, what operating system are you using? If it's Windows, you can copy the font into the Windows system folder (I think it's just Windows / Fonts) Gimp does have its own folders for fonts too. I had to Google as I'm not sure where Windows puts things, but this article hopefully explains clearly.

For your pixellated lines, yeah, they do seem a little blocky. What type of brush did you use to drawn the lines, and do you have antialiasing turned on? Sometimes drawing with the path tool, rather than a paint brush, can help with this.