Recently, Multimodal Large Language Models (MLLMs) have been used as agents to control keyboard and mouse inputs by directly perceiving the Graphical User Interface (GUI) and generating corresponding commands.However, current agents primarily demonstrate strong understanding capabilities in static environments and are mainly applied to relatively simple domains, such as Web or mobile interfaces.We argue that a robust GUI agent should be capable of perceiving temporal information on the GUI, including dynamic Web content and multi-step tasks.Additionally, it should possess a comprehensive understanding of various GUI scenarios, including desktop software and multi-window interactions.To this end, this paper introduces a new dataset, termed GUI-World, which features meticulously crafted Human-MLLM annotations, extensively covering six GUI scenarios and eight types of GUI-oriented questions in three formats.We evaluate the capabilities of current state-of-the-art MLLMs, including Image LLMs and Video LLMs, in understanding various types of GUI content, especially dynamic and sequential content. Our findings reveal that current models struggle with dynamic GUI content without manually annotated keyframes or operation history. On the other hand, Video LLMs fall short in all GUI-oriented tasks given the sparse GUI video dataset. Therefore, we take the initial step of leveraging a fine-tuned Video LLM, GUI-Vid, as a GUI-oriented assistant, demonstrating an improved understanding of various GUI tasks. However, due to the limitations in the performance of base LLMs, we conclude that using video LLMs as GUI agents remains a significant challenge. We believe our work provides valuable insights for future research in dynamic GUI content understanding. All the dataset and code are publicly available at: https://gui-world.github.io.