There are a few factors which determine how Juicebox-Pro displays a gallery.
First of all, thumbnails and main images are displayed on separate pages only in Small Screen Mode. In Large Screen Mode, the thumbnails and main images are displayed together on the same page.
By default, Juicebox-Pro will use Small Screen Mode only on mobile (small screen) devices.
If you want Juicebox-Pro to always use Small Screen Mode regardless of the device being used to view the gallery (and, therefore, always display thumbnails on a separate page), set screenMode="SMALL" (in JuiceboxBuilder-Pro's 'Customize -> General' section).
To ensure that the thumbnail page is displayed (rather than the first image in the gallery) when the gallery is initially loaded, be sure to set showSmallThumbsOnLoad="TRUE" (in JuiceboxBuilder-Pro's 'Customize -> Thumbnails' section).
In Small Screen Mode, if a gallery is displayed on a page of its own (with dimensions of 100% x 100% and no other content on the page), then the thumbnail page will be displayed by default.
However, if the gallery is embedded in a page (with dimensions of less than 100% x 100% or with other content on the page), then the Splash Page will be used by default. (The user can click/tap the Splash Page to expand the gallery.)
To disable the Splash Page and always display the thumbnail page (regardless of whether the gallery is embedded alongside other content or not), set showSplashPage="NEVER" (in JuiceboxBuilder-Pro's 'Customize -> Splash Page' section).
Please note that the actual number of thumbnails displayed will depend on the thumbnail dimensions (thumbWidth and thumbHeight) and the available space on the user's screen. If there is not enough room to display all teh thumbnails in the gallery, then additional thumbnail pages will be generated and the user can navigate through them by swiping left and right (in Touch Input Mode) or by clicking the thumbnail paging arrows (in Mouse Input Mode).
More information about Screen Modes, Input Modes and the Splash Page can be found in the Gallery Tour.
I hope this helps to clarify things.
Setting screenMode="SMALL" will be enough for Juicebox-Pro to use separate thumbnail pages but, depending on other factors (see above), it might not be enough for the thumbnail pages to initially be displayed. You might find that you need to also set showSmallThumbsOnLoad="TRUE" and showSplashPage="NEVER".
If you continue to experience difficulties, please post the URL to your gallery's web page so that I can take a look at your gallery for myself and hopefully help further. Thank you.