Gallery’s founder going on hikes north of Albany, say (7)
I believe the answer is:
upstate
'north of albany say' is the definition.
(in New York, north of Albany could mean upstate)
'gallery's founder going on hikes' is the wordplay.
'gallery's founder' becomes 'Tate' (Henry Tate founded the Tate art museums).
'going on' is a charade indicator (letters next to each other).
'hikes' becomes 'ups' (I've seen this in another clue).
'tate' after 'ups' is 'UPSTATE'.
(Other definitions for upstate that I've seen before include "away from large cities" , "Northern parts to New York" , "north of New York, for example" , "At set up (anag)" , "away from the big city" .)