Personally I think that closing a single image by clicking on it it's a good idea since it will minimize mouse movements.

Concerning multiple images I think that clicking an image should open next image because of the same reason (and do nothing or restart the gallery at the end).

*It's always a good idea to let users do something with minimum movement.*

BTW, I think that it's better to place close button at the corner of the image  because placing it at the corner of the screen will require more movement (many not experienced users will try to click the cross instead of clicking somewhere else to close an image).