JPanel setBackground(Color.BLACK) does nothing

If your panel is 'not opaque' (transparent) you wont see your background color.

You have to call the super.paintComponent(); as well, to allow the Java API draw the original background. The super refers to the original JPanel code.

public void paintComponent(Graphics g){
    super.paintComponent(g);

    g.setColor(Color.red);
    g.fillOval(player.getxCenter(), player.getyCenter(), player.getRadius(), player.getRadius());
}

You need to create a new Jpanel object in the Board constructor. for example

public Board(){
    JPanel pane = new JPanel();
    pane.setBackground(Color.ORANGE);// sets the background to orange
}