You have added the JPanel over the JFrame which completely blocks out the underlying container on which you have set the color.
You could do this instead:
public Gui(String title) {
super(title);
JPanel pane = new JPanel();
setBounds(100, 100, 500, 500);
setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
Container con = this.getContentPane();
pane.setBackground(new Color(0, 0, 0));
con.add(pane);
setVisible(true);
}