Subpages names how to change

I want to ask you guys, how to change subpages names? Like when I created my website first page is index.html (when I wrote it in taskbar and enter this website it shows www.example) next is gallery.html but when I go to gallery it show http://ift.tt/1HlmekN and I want to be like this www.example/gallery without .html or even www.example/g. Thanks for helping me out!