I have the same problem, but settings does NOT show in the vertical three butttons on the upper right.
Settings > Apps > Gallery >also does not have an auto play switch.
Settings > Apps > Gallery > gear in the upper right does not have auto play settings.
Sprint could not find any setting, reset all settings, did not correct this.
Galaxy could not find it. Incidently all of them insisted that if I went to gallery, played the video (which was on autoplay already... UGH) and press the three vertical buttons would have settings. They could not wrap there head around that it was NOT there even after dialing into the phone and seeing for themselves.
Why would any company allow a pop up to come up on the screen as it is being used, accidently pressed, and then not give an easy setting to disable such an annoying feature?