In the beginning of the game. You have to actually start the game before you can use the Gallery. And there's no point in opening the Gallery if you haven't started the game because nothing is unlocked yet. So be sure to hit the Start button at the main menu. The first screen asks what you want to call yourself. Type in a name, or leave it blank to make it the default name, "Aurum."
If there are any further problems, let me know, and I'll see if a fix is needed!