Gamma-ray bursts (GRBs) are among the brightest and most energetic phenomena in the Universe, observed up to great distances. The early X-ray emission ofgamma-ray bursts are usually well described by absorbed power laws. However,in some cases, additional thermal components have been identified. The origin ofthis emission is debated, with proposed explanations including supernova shockbreakout, emission from a cocoon surrounding the jet, and emission from the jetitself. A larger sample of detections is needed to constrain these different models.In this thesis, a time-resolved analysis of 199 GRBs observed by Swift XRT wasperformed to search for thermal components, which revealed 19 cases where thisthermal component is needed to describe GRB X-ray spectra fully. Due to the largespan of blackbody properties, the origin of the blackbody component is thought tobe connected with both the jet itself and the cocoon that surrounds it with nounique origin in all GRBs.This thesis also tackles the question of where the excess X-ray absorption inGRBs originates from. There is an excess absorption above the Galactic valuein the X-ray spectra of all GRBs, and it increases with redshift. However, theexact location where it originates from is still a puzzle, with two possible, but notmutually exclusive, explanations: the host galaxy of the GRB and the inter-galacticmedium and intervening objects. I have analyzed the same sample of 199 GRBsto gain more insights into the origin of this absorption. One possible way to probewhere this excess absorption arises is to search for time variability of the excessabsorption in the X-ray spectra, which would point to the absorber being close tothe GRB. I found that this time decrease of excess absorption is a rare effect. In theGRBs that showed this time decrease, it cannot be excluded that an alternativemodel can explain the observed decrease. This implies that, in the majority ofGRBs, the absorption is happening at a larger scale in the host galaxy and/or inthe intergalactic medium.