From the menu select Settings -> Appearance -> Theme. To create your own custom them, tap the “+” icon in the upper right-hand corner of the screen. This will duplicate your current theme and allow you to make changes.
To change the background, tap "Background" in the New Theme setups screen and select from existing photos.
There are also settings for modifying the brightness, Icon Set (white or black) and Accent color. Any of these can be applied to a theme you've created or edited. Once you’ve made your changes, you can tap “Rename” in the upper right to name your new creation.