If you want to use a page, this is how to do it.
Create a page template.
Let's say "thumbnail_template.php"
Upload it to your theme directory.
Go in wp-admin, write a page, but do not put any content. Just a title. Then choose your thumbnail template for the page template in the right column.
Now, you can edit this page template with anything you like, a loop with a special query to display attachment for instance.
Another solution, that I find better, would be to use a category... Let's say a category named "thumbnail"... When you write a post in this category, you can upload an image and use the thumbnail in the post content, then link it to the full size attachment.
Another fancy way to do it, with category, could be to use the "optional excerpt" to display the thumbnail and the post content to display the full size image...
Then, you arrange the loop for this category to display the exerpt (with the thumbnail in)... When the visitor will click to see the post, the full post content (with the full size image in) will be displayed...
Of course, you can customise the way this category will be displayed...
You could find this plugin made by Kafkaesqui very useful :