So you get a header only implementation by forcing all users to do something unexpected instead of having a single C file. Seems silly and not really the point of a header only implementation.
It's not that weird, and it's explained first thing in the header and shown in the example of how to use it. You do need to read how to use the thing, and this is a simpler detail than any of the function signatures you'll have to look at.
Personally I would probably add a gif.c to my project which does nothing but include the header with the define set, at least if I'm going to need a gif decoder in more than one place. Probably many (most?) projects only need this library in one file anyway, in which case I'd just include it from that file and be done.
