If you feel like a change from the default wallpaper that appears behind the main menu, you can add any image (screenshot or wife-portrait) into the …X-Plane 12\Output\backgrounds folder. This folder is empty by default.
Just make sure that you have cropped them to the display proportions of your monitor.
You can add either a .JPG file or a .PNG file. If you add two images into this folder, X-Plane will alternate between the two backgrounds each time you start a new session.
If you remove the images from this folder, the default image displays again.