currently clicking on a thumbnail will first open the mid-sized image and from ther the fullsize image. Is there a way to have the fullsize image clicking on the thumbnail?

Yes of course, but you will have to modify whatever theme you are using. For example on the Zenpage theme's image.php you can replace the getImageURL() with getFullImageURL() to open the full image directly. You can then attach some lightbox like that of the included colorbox plugin to that link to provide some kind of prev/next links.

Best read the theming tutorial to learn the basics of theming first:
http://www.zenphoto.org/news/theming-tutorial/