Instead of starting with File -> open as you usually do, you're going to...
* on top menu click Window and checkmark the Layers so you get the layers box on the right
*
File -> Scripts -> Load Files into Stack
*
navigate to the right folder on your computer.
*
click on your first image, then hold shift key and click on your last image so it selects them all
* Click OK
* Verify that it loads all your images into separate layers in your project. If not, go back and try again.
* from top menu bar click Window -> Timeline -> at bottom of new box see and click on Create Frame Animation
* You should now see your first image in the timeline box as a thumbnail. To get the rest, you will have to minimize (>>) Actions/History box so you can see...
* the little tiny "flyout menu" at right in your Timeline box. It's the little thing at top right corner of the Timeline box.
* In the menu that opens up with that, click on Make Frames from Layers and you'll see the rest of your images follow the first in the timeline box.
* Underneath the images, select usually Forever to have it loop forever
* Click on each frame, the little arrow at bottom of each frame, to set the delay to the next frame. I like 0.5 sec
* Click the solid sideways triangle to play the animation to make sure you like it. If it's going backwards, as mine did, then in the "flyout menu" click Reverse Frames
* To create and save as a GIF file, click File / Export / SaveForWeb and select in the options box GIF, and make sure it's 256 colors (max), and sRGB and dithered 100%