A gallery is a set of photos in your account. This can be one photo shoot, a portrait session, a wedding, an event, or any group of photos that you choose to put together. All photos in a gallery will have the same settings, have one price sheet (if any) attached, have a single password for the entire event, and can be further categorized into "albums". Note that each gallery will also have a separate checkout/cart for your clients.
You can use Albums in your photo galleries to organize your photos. Learn more here: What is an album?
If you have multiple types of photography and you want to organize your galleries by categories on your ShootProof homepage, read about how to set up Event Categories here.