Did you click the little box next to publish at the bottom of the form for creating a gallery? Not clicking that makes the gallery invisible to others and it is not published in the media/photos section.

There might be times you want an unpublished gallery. But if you want your gallery to be seen you need to publish it. You can edit the gallery and publish it by going to My Galleries and then from your list of galleries selecting the edit button for that gallery and making changes to the form, then you must click the publish box.