This is not possible with the available preconfigured options.
You would need to create your own thumbnails (in an image manipulation program such as Photoshop) which include both the image and required text.
Once your gallery has been created, swap the thumbnails in the 'thumbs' folder with your own custom thumbnails.
You may then want to remove the thumbnail frames by setting thumbFrameStyle="NONE" so that the 'text' within your image is not partially obscured by the frames.