Get started, and post back when you encounter specific issues. General advice posted 6 years ago is not likely to help. Vegas opens some compliant gif formats, it does not create them.
is event/pan tool the only tool I have to move things in sony vegas? can i download a better
Are you getting this lag effect with normal gifs?
Also most hosted gifs aren't really gifs these days, either webm or webp with fake extension such as .gif or .gifv. Normally if you downloaded them they'll download with correct extension although I have had files download as .gifv