This is what you get if the contents of the page is only %%wppa%% and you use a page template with one (wide) column, no sidebar(s).
The display contans all albums that have their parent set to — none —, or (internally) 0. So what you see is the contents of the default album, album #0. This album has no cover and can contain no photos, only sub-albums.
If you click a link in the display, the same page will be opened with some arguments, a.o. &album=...
This means that the page will be opened with the album in the argument rather than album #0.