Is there any option to give a right to the user to delete an image that is uploaded by him/her?

They would need manage rights to the album for this.

But don't they will also be able to delete images, uploaded by others as well?

Did you activate the plugins user_groups and - if needed quota_manager?

But don't they will also be able to delete images, uploaded by others as well?

Yes, Zenphoto has no such rights on image level right now. Probably some time in the future.

Ups - seems that I've been missing the "point" here miley:

Thanks, @acrylian. Is there any ticket logging where I can request to add this in future roodmap.

Not needed actually as we have this on our long internal TODO list already.