1. Open GIF file in Photoshop. Save as PSD or TIFF.
2. In InDesign, choose File > Place and select the PSD or TIFF file.
GIF files are designed for web work. They are limited to just 256 colors, they are also usually web resolution (default 72 pixels per inch). Saving as TIFF or PSD doesn't change the file, it would merely make it possible to place it.