Yeah, there is no "Goto" function. Even if there were, I'm not sure it would be very useful. As the camera does not have a keyboard, how would you enter the desired image number? Using the 4-way touchpad to cycle thru the digits would probably take longer than scrolling through the image thumbnails.
I normally download my images to my computer after a shooting session and do all my viewing there. Using the camera for that is really not very convenient.