Your Featured section is the main gallery page you arrive at by default when you click the gallery tab of your Profile. You can pick and choose what deviations you wish to display here.
In order to remove deviations from this section, you'll need to enter Edit Mode for your gallery by selecting the "Edit Page" button near the top right of the page.
An "Edit Your Gallery" banner will then appear near the top of the page. You can then mouse-over the deviation thumbnail you wish to remove, and an Edit Pencil icon will appear. You will need to select "Move to..." to move that thumb to a folder of your choice, or you can click the very last option labeled "Remove from this Folder" to hide it from the Featured section.
Please be aware that once your deviation is moved from the Featured Gallery, if it is not featured in any other folder, you can still locate it by clicking "All" link in the sidebar to the left. This section will show a complete listing of all the deviations available in your gallery, regardless of which folders they are in. Once you have finished editing, you can click the blue "Done" button near the top of the page to set the changes.
If you have removed a deviation from your Featured Gallery and wish to place it back, you can simply go to the "All" section, enter Edit mode, and hover over the deviation to access the Edit Pencil. Once selected, you will be presented with the option to "Copy to..." Once you select "Copy to..." simply select "Featured" to place the deviation back into the Featured Gallery. Then click the "Done" button to set the changes.