The Gallery 2 import is good to transfer all photos from old, Gallery 2, to Gallery 3. But sometimes the thumbnail is not converted completed. Some photos thumbnail are missing.
So, I installed Rebuild Items module.
Gives the administrator the ability to rebuild items (thumbs and re-sizes) as well as EXIF data. It marks the items in the database as ‘dirty’ and Gallery will then attempt to fix those items that are marked as dirty.