This is how it should work:
The first time a page is opened that contains the photo of the day widget, while the photo of the day has a link to anything that requires a landing page, the landing page will be created.
The page number will be stored in the wp_options database table, and this page will be used in all subsequent page loads.
You can see the page title in Photo Albums -> Settings admin page Table VI-A1.
You can also select a different landing page there. The page should have a wppa shortcode in its content to function properly.
The only way i can imagine that it goes wrong is that you have a plugin or other method active that denies front-end users to implicitly update the wp options database table, although this looks very unlikely.
If you are aware of such a mechanism, or can find it, please inform me so i can probably detect it and produce an appropriate error/warning message in future cases.
To fix your problem right away, select a suitable page in Table VI-A1.
If there is none, create a page containing at least:
[wppa type="landing"][/wppa]
