The Collection Chooser in a gallery shows once a client enters their gallery past the gallery cover. This is where they can choose which collection they'd like to view.
You can specify the photo that displays as the cover for that collection. By default, the first photo in a collection is chosen as the collection cover photo. To change the collection cover photo, right click any photo in a collection while editing the gallery and click the "Set as Collection Cover" button, or select the image and click the "Set as Collection Cover" button in the top bar in the "Photos" section.