Every time I download a sprite sheet, it's usaully in this neon blue or greenish blue color. So now I have been trying to make battle animations, but every time I do, the background color is there...? So...what do I do?

You mean the background "box" like colour? Make sure you're not Copy / Pasting it into the project directly. Rather, import it via the resource manager, once there, a the picture you desired to import should show up, along with a usually flashing background. The flashing background means any colour that is flashing, will appear as transparent in RPG Maker. So for example, a tree picture with a Red background needs to be ridden of. You would Left / Right click that red background to make it appear as transparent in RPG Maker's Resource Manager.

Ok, thx.