All profiles have two default galleries. A Default Public Gallery and a Default Private Gallery. These galleries cannot be edited or deleted, so they do not show on the Manage Galleries page. All public pictures go into the Default Public Gallery and all private pictures go into the Default Private Gallery. To give someone access to your Default Private Gallery (and all private pictures), you can open their profile and click on the "Private" icon (picture of a key). To remove access to the Default Private Gallery, go to your Friends page and scroll down to the private picture access list.

For the Default Private Gallery, you can also choose to just not give anyone access to it and create custom private galleries to share your pictures.

The locked gallery is a custom private gallery that you created. You have not given yourself access to that gallery. The gallery you see when you view your profile is your default private gallery. As the profile owner, you automatically have access to it. You won't see the default private gallery on the Manage Galleries page. On that page you can edit the custom gallery you created and give yourself access.

You can see your own private pictures (in your default private gallery) without having to give yourself access. If you have created custom galleries for your private pictures (or any pictures) you will then have to give yourself access to that custom gallery to see them.