Go to:
Settings > Personalization > Background > Personalize your background
and choose whichever background you like. The choice is yours.
To see the background change, select Slideshow and then complete the additional choices to customize your slideshow the way you like.
But that's not all! If you'd rather not choose photos from your own collection, go to:
Settings > Personalization > Themes > Browse themes
to choose from literally dozens of themes from Microsoft Store. Something for everyone.