My gallery is filled with icons/images of apps and games I didn't install. I don't know why this is happening. I have deleted several times, but they wouldn't go.
Welcome to Android Central! Only in your Gallery? Are they also appearing on your homescreen?
If you're only seeing them in the Gallery app, then they're likely just cached images used by some other app you installed (probably related to the ad network that app uses). To get rid of them for good, you'd have to identify the app that's responsible and uninstall it. Start by figuring out what the name of the directory is that contains these images.