Try these checks in order:
- In Settings > Personalization > Background, make sure the background type is set to Picture and not Slideshow or Windows spotlight.
- In Settings > Personalization > Themes, switch to a default Windows theme, then go back to Background and set the preferred image again. A theme can reapply a different background.
- Check whether the Bing Wallpaper app is installed, because it can automatically replace the desktop background with the image of the day:
- Open Settings > Apps > Installed apps
- Search for Bing Wallpaper
- If it is installed, uninstall it
- If the issue is on the lock screen rather than the desktop, go to Start > Settings > Personalization > Lock screen and make sure Windows spotlight is not selected. Choose Picture instead.
If a custom image is being enforced by policy on the PC, Windows 10 Pro can also be configured through Group Policy to use a specific wallpaper path under: User Configuration\Administrative Templates\Desktop\Desktop > Desktop Wallpaper
References: