I have to transfer my HUGE gallery to another server, and deleting those files would save me a lot of time. Is there anyway to do that?
(I know how to delete the normal_ files but not the thumb_ ones)
You can manually delete them then regenerate them using admin tools. Take a backup first.
If the servers are on the same hosting company then it might be worth asking them if you can use SCP or Rsync etc to move your gallery rather than downloading then re-up,paring them. If you do go that route, zip the files on your server then transfer the archive.