Place your images in 'sets' in the file manager. Try to keep them all the same size and at least 480px wide.
When setting up 'Thumbnail' width and height, they MUST match both your image width and height to look clear.
See the screenshots.
NOTE: YOU CANNOT MIX LANDSCAPE AND PORTRAIT IMAGES.
GO PRO: My new 'Fluid Gallery' add-on allows you to mix 'landscape' with 'portrait' images.
Add image 'Titles'.
Add image links to pages in your website.
Details: Fluid Gallery