Go to your albums page.
You will find ''edit album'' and ''edit pictures'' in the top right.
If you click on ''edit album'' you can delete or change the name of the complete album,
If you click on ''edit pictures'' you can select what pics you want and rename or delete them.
Like noreason mentioned, it is recommended that you upload your pics into the forum albums instead of the old gallery because they support much higher resolution for your photos and you can also delete an entire album of photos with a couple of clicks, with the old gallery you can only delete them one by one. You could PM an admin about it but I think they only delete entire galleries rather than individual photos