I have been looking at the GBA emulator, I don't have a joystick on my bartop just GPIO keys. The included gpsp version will not let you redfine Keyboard keys and my GPIO keys do not match those selected by default.
Overwrite all the files within the gpsp folder with these:
(I don't know how to unzip etc on RPi so I extracted all the files using Win PC and copied across using 'Bitvise', which I always use now to copy stuff across/edit files on my RPi as I have no keyboard attached just my GPIO buttons.
And this version will allow you to reconfigure the keys. The key config file cannot be edited in text editor, the gpsp program writes out a new version with your keys.
The white screen with Gameboy is fine, it just means that on the first screen you have not selected a rom. You probably selected the GBA bios file.
The rom selection screen is not very good, it is difficult to tell what has been selected. Press right and you should select the three dots '...' this will allow you to browse to the roms.
To make things easier to start with just copy one game rom to the main gpsp folder, you should then see it on the first black and white selection screen.