Gallery passwords are stored in the Options table, but you cannot directly create one as they are encrypted. You can delete the option record, but that is no different from deleting the password in admin.
Some browsers are "helping" you by filling in user/password fields. Check to be sure that is not happening to you in Admin. Also be sure that the user field for the gallery password is as you wish it--either filled in if you wish a user name to be used or empty if you do not. If there is a gallery user, then that too must be supplied when you log in.