Hello and welcome to the community !
The words ‘in our gallery’ should not be a link, they come after the link so put them after your closing </a> tag. In between your opening and closing a tags go the words that you want to turn into a link, which is in this case the words ‘cat photos’.
If you are still struggling with this step, here is an example of how to do it.
Example: Anchoring red dog in the h1 statement
< h1> The big < opening anchor here>red dog< /closing anchor here> ran after the speedy kitten!< /h1>
As well, here is a great article, by one of our Leaders, that offers both instruction and examples for turning both text and images into links . Includes nesting them, too.