first of all, when performing gel electrophoresis, one must take in consideration of the properties of the gel. in native gel electrophoresis, you do NOT have denaturing agents like SDS, therefore, your protein is not denatured. When performing SDS gel electrophoresis, the SDS can denature your proteins into components. And if this is happening, this is probably the reason why you are seeing only one band in native gel and not in SDS denaturing gel. Secondly, when performing protein purification and running it on a gel, YES, it is important to make sure that your is concentrated ENOUGH to be able to see contaminants. If it is not concentrated enough, you might be only seeing your protein which is the more concentrated component from your purification. If you see contaminants even when your sample is very dilute, you should consider repurifying. I have purified proteins using DNA cellulose, sephadex etc. My proteins must extremely pure (99%) in order to perform experiments. Thus, after purification, can concentrate it to ~ 1mg/mL and run approximately 20ug on my gel to determine contaminants. At that concentration, I am able to detect contaminants. At lower concentrations, the contaminants are harder to see. Good luck. Protein purification is HARD and i struggled for 3 months.