Five: How to create a Gallery Slider on Header of homepage?

Five was not designed with this intent. That's why the answers pertaining to this issue are so complicated. Instead, I highly recommend switching to Bedford instead. It will 'promote' a gallery into the header when the gallery is the first block in the page.

http://squarespace.com/templates/?q=bedford

I was wandering the same as well...

Squarespace's guide on Bedford, Anya, Bryant, and Hayden's special banners (slideshow section specifically): https://support.squarespace.com/hc/en-us/articles/205816018-Bedford-special-banners#toc-blog-page-slideshow-banners