When you insert a group of images in a post (or a static page) using the gallery feature, clicking on an image will link to the real-size original alone or to a so-called attachment page (a blog-like page with a large version of the image); the default is the latter.
Up to October 2009, gallery attachment pages had no previous/next navigation links, so you had to jump back to the post to view other gallery images (or add your own links via tiresome coding). But now almost all themes feature such links; their style varies (thumbnails, text, or occasionally icons).
What happens when you click the image on a gallery attachment page also varies: with some exceptions, in older themes you get the real-size original, in newer themes you get the next attachment page, and in a few themes you get nothing. (Personally I find the third case more reasonable: the second one is fine but it makes the previous/next links redundant; as for the first one, I don’t see the point of it, since you already have the option to link gallery images to the real-size originals instead of attachment pages.)
Previous/next navigation links on attachment pages
“Previous“ – “Next“
Adventure Journal, Beach, Blogum, Bouquet, Brand New Day, Chateau, Dusk to Dawn, Duster, Enterprise, Forever, Fresh & Clean, Fruit Shake, iTheme2, Nuntius, Parament, Piano Black, Pilcrow, Pink Touch 2, Quintus, Reddle, Retro MacOS, Rusty Grunge, Skeptical, Splendio, Sundance, Sunspot, The Morning After, Toolbox, Twenty Eleven, Vertigo, zBench.
“Previous image“ – “Next image“
Bold Life, Comet, Greyzed, Imbalance 2, Liquorice, Matala, Mystique, Notepad, Oulipo, Retro-fitted, Shaan, Strange Little Town, Suburbia, Triton Lite.
Bueno, Choco, Inuit Types, Structure, Twenty Ten, Vostok, Wu Wei.
Monotone, Next Saturday.
Autofocus, Duotone, MLB (all three).
All the rest.
Clicking the image on an attachment page
Link to the real-size original alone
Albeo, Almost Spring, Ambiru, Andrea, Andreas 04, Andreas 09, Banana Smoothie, Benevolence, Black-Letterhead, Blix, Chaos Theory, Connections, Contempt, Dark Wood, Day Dream, DePo Masthead, Digg 3 Column, Duotone, Dusk, Emire, Fadtastic, Fauna, Fjords 04, Fleur de Lys, Flower Power, Fresh Bananas, Freshy, Garland, Girl in Green, Greenery, Green Marinée, Grid Focus, Hemingway, Iceburgg, Jentri, K2-lite, Koi, Light, Misty Look, MLB (all three), Monochrome, Monotone, Neat, Neo-Sapien, Neutra, NotesIL, Ocadia, Ocean Mist, Paperpunch, Pool, Prologue, Redoable Lite, Regulus, Rounded, Rubric, Sandbox (all four), Sapphire, Shocking Blue Green, Silver is the New Black, Simpla, Solipsus, Spring Loaded, Strange Little Town, Sunburn, Supposedly Clean, Sweet Blossoms, Tarski, The Journalist v1.3, The Journalist v1.9, Thirteen, Titan, Toni, Treba, Twenty-eight Thirteen, Under the Influence, Unsleepable, Vermilion Christmas, Vigilance, White as Milk, WordPress Classic.
Link to the next attachment page (in a cycle: last one linking back to first)
Adventure Journal, Autofocus, Beach, Blogum, Bold Life, Bouquet, Brand New Day, Chateau, Choco, Chunk, Clean Home, Coraline, Dusk to Dawn, Duster, Elegant Grunge, Esquire, Forever, Fresh & Clean, Fruit Shake, Fusion, Imbalance 2, iTheme2, Liquorice, Matala, Modularity Lite, Mystique, Next Saturday, Nishita, Nuntius, Oulipo, P2, Piano Black, Pilcrow, Pink Touch 2, Quentin, Quintus, Reddle, Retro MacOS, Rusty Grunge, Selecta, Skeptical, Spectrum, Splendio, Steira, Suburbia, Sndance, Sunspot, The Morning After, Toolbox, Triton Lite, Twenty Eleven, Twenty Ten, Vertigo, Vostok, Wu Wei, zBench.
Link to next attachment page (last one linking back to post)
Bueno, Enterprise, Greyzed, Inuit Types, Notepad, Structure.
Chaotic Soul, Comet, DePo Square, iNove, Kubrick, Manifest, Motion, Parament, Retro-fitted, Shaan.
• The title of each attachment page is the name of the file you have uploaded, so better name your image files intelligently (instead of, say, retaining the numbers you get from your digital camera).
• It’s best to upload image files whose width doesn’t exceed the maximum for the theme you’re using: this way you don’t waste your storage space, you get better image quality, and you don’t risk breaking the theme in lousy browsers (that is, Explorer). But anyway, if you do upload oversized images, in most themes they will be automatically downsized to fit the width of the attachment page. Exceptions: they will be cropped or straddle the sidebar in Andreas 04, Garland, Rounded, Rubrick, Sandbox (all four), Shocking Blue Green, Silver Is the New Black, WordPress Classic; they will be distorted in Girl In Green and Forever.
• If you add content (including HTML) to the Description field of a gallery image, its attachment page will as a rule display that content;
exceptions: Comet, Next Saturday, Selecta. [Fixed.]
• For the gallery feature in general, see:
WP Support doc on galleries;
Not the Official WordPress.com Gallery FAQ, by our dear fellow forum volunteer Jennifer;
Gallery – a demo blog, again by Jennifer.
• For the problem of comments on attachment pages, see:
Uploading and inserting images: the three (plus one) link options.
• For an alternative that will allow you to jump directly to any image instead of the previous or next one only, see tip at the end of this (otherwise obsolete) post:
Navigation tabs on gallery attachment pages.