An image created with gforthmi (see gforthmi) or
savesystem (see Non-Relocatable Image Files) includes the
original image; i.e., according to copyright law it is a derived work of
the original image.
Since Gforth is distributed under the GNU GPL, the newly created image falls under the GNU GPL, too. In particular, this means that if you distribute the image, you have to make all of the sources for the image available, including those you wrote. For details see GNU General Public License (Section 3).
If you create an image with cross (see cross.fs), the image
contains only code compiled from the sources you gave it; if none of
these sources is under the GPL, the terms discussed above do not apply
to the image. However, if your image needs an engine (a gforth binary)
that is under the GPL, you should make sure that you distribute both in
a way that is at most a mere aggregation, if you don’t want the
terms of the GPL to apply to the image.