Can you give us an actual listing of the directory?
What order does
echo *.gif produce? -- assuming that you are under UNIX.
Compare it to the order in
convert *.gif info:
Also try
convert '*.gif' info: which will have IM expand the '*' meta-character rather than the shell.
If you are under windows, then IM is always doing the sorting, and IM will sort it 'case-sensitive' where window file systems is NOT case-sensitive. EG: for the files: "a001.jpg" "B002.jpg" ; will put 'B' before the 'a'! As the window file system is not case sensitive you may need to change the file name via a temporary filename
EG: rename B002.jpg tmp.jpg
then rename tmp.jpg b002.jpg
It is a pain but that is the facts, as the file system considers B002.jpg and b002.jpg the same name to it, so will not let you directly rename them, even though to you they are NOT the same name. This happens to me all the time when I deal with VFAT USB sticks, even though I am a UNIX user.
Alternative... Get IM to generate the file names...
convert 'image_%03d.gif[0-100]' info:
Here IM itself is generating filenames and requesting them, the filesystem can then ignore any case sensitivity.
For more information on that last method see
http://www.imagemagick.org/Usage/files/#read_frames