you can modify or create a simple posts loop with only feature image in there.
so you could use something like :
<?php if ( have_posts() ) while ( have_posts() ) : the_post(); ?>
<div class="feature-image">
<a href="https://wordpress.stackexchange.com/questions/55244/<?php the_permalink(); ?>"><?php the_post_thumbnail(); ?></a>
</div>
<?php endwhile; ?>
<?php wp_reset_query(); ?>
then your CSS can be:
.feature-image {
float:left;
margin-right:5px;
}
.feature-image a:link img {
background: green;
padding: 3px;
}
.feature-image a:hover img {
background:blue;
}
this should create a simple grid of feature images with a green border that will change to blue when you hover the image. obviously you can change the look of it by adding different styling but this should get you a good start point.