When Windows starts, the Lock Screen is the first screen that is displayed.
While you can customize this in Personalization > Lock Screen, this is a Per User setting. As you can see you have 5 choices to choose from.
You can find these files in C:\Windows\Web\Screen and as you can see, there are 6 images in this directory. Microsoft intentionally added img105.jpg for this purpose.
Modifying by Group Policy
You can make the change by opening Computer Configuration > Administrative Templates > Control Panel > Personalization. Open “Force a specific default lock screen image” and set the Path as C:\Windows\Web\Screen\img105.jpg.
Additionally you can set the “Prevent changing lock screen image” to ensure that this is not changed, although your users may not like this
Here you go
Windows Registry Editor Version 5.00 [HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Windows\Personalization] "LockScreenImage"="%SystemRoot%\\Web\\Screen\\img105.jpg" "NoChangingLockScreen"=dword:00000001
After making this change you should have a standard Lock Screen background. If you need to make a custom color, create a new image. If you overwrite the img105.jpg, it may be later overwritten if Windows does a repair on its files.
Apparently the Lock Screen displays the image, but adjusts the color on its own. See my post Win10: Personalization Colorization Color (and Headaches)