I think you need to set the sprite zero (cf the tutorial video to know why). Could you try again, and share screenshost of your sprite zero settings in (HUD), your GameObjectTiles.bmp tileset, your screen in NESmaker and the same screen in the emulator.
Make sure your tilesets have the correct dimensions (128x64px for GameObjectTiles.bmp, 128x48px for the BckCHR_xx.bmp, 128x64px for Monster_0_xx.bmp, 128x32px HudTiles.bmp, ...).