[update]
You really should post an SSCCE so we can all try it and not have to guess where the problem is. My last guess - and this is something you should do regardless of whether it fixes your current problem - is
label.setHorizontalAlignment(JLabel.CENTER);
If your label is centered and fills the entire grid cell, the text will still be left justified by default. The above change will cause the text to be centered within the label.
However if your label is not filling the cell, this won't help.
[original]
It's hard to say exactly what's wrong since this is not a full program, but here are a few comments that might get you on the right track.
First, you should be using setPreferredSize instead of setSize (see Java: Difference between the setPreferredSize() and setSize() methods in components)
When you make this change you will see that the panel is not quite what you want. It's very tall and thin. Perhaps a typo - did you mean (300,400)
instead of (30,400)
Now I'm guessing all your labels will be clumped together. In order to get them to spread out
you need to add:
c.weightx = .5;
c.weighty = .5;
(actually any non-zero value will work). This is described in http://docs.oracle.com/javase/tutorial/uiswing/layout/gridbag.html
Unless you specify at least one non-zero value for weightx or weighty, all the components clump together in the center of their container. This is because when the weight is 0.0 (the default), the GridBagLayout puts any extra space between its grid of cells and the edges of the container.
This should get you close(r) ...