I've looked at the gallery extension and I think this is not possible (yet). It can be build like that obviously.
But more important: why do you want to have this? A gallery is just like word says: a collection of pictures you can view!
I can imagine you want to limit the total number of pictures to be shown on your webpage at a given moment (which is also not possible at the moment), but not that you want to select just one of them!
Maybe you can elaborate on what you want to achieve?