How to trigger click on page load?

The click handler that you are trying to trigger is most likely also attached via $(document).ready(). What is probably happening is that you are triggering the event before the handler is attached. The solution is to use setTimeout:

$("document").ready(function() {
    setTimeout(function() {
        $("ul.galleria li:first-child img").trigger('click');
    },10);
});

A delay of 10ms will cause the function to run immediately after all the $(document).ready() handlers have been called.

OR you check if the element is ready:

$("document").ready(function() {
  $("ul.galleria li:first-child img").ready(function() {
    $(this).click();
  });    
});