The mplayer-1.1.1-r1 ebuild hardcodes "--disable-gui" if I read it correctly. I've found no explanation of why this should be done and I compiled and ran mplayer with "--enable-gui" without problems. I just had to manually install a skin. So, could we have a useflag for mplayer that allows enabling/disabling the (GTK-based) gui (aka gmplayer)? I'll add an ebuild patch later on...
*** This bug has been marked as a duplicate of bug 323813 ***
Try gnome-mplayer, smplayer or any of the other alternative mplayer shells.