Hi Mars957,
You started from a great resource. Change the wallpaper on your iPhone
After removing previous wallpapers did you test a normal restart of your iPhone? If not, test with the steps below found in the article here: Restart your iPhone - Apple Support
"How to restart your iPhone X, 11, 12, or 13
- Press and hold either volume button and the side button until the power-off slider appears.
- Drag the slider, then wait 30 seconds for your device to turn off. If your device is frozen or unresponsive, force restart your device.
- To turn your device back on, press and hold the side button (on the right side of your iPhone) until you see the Apple logo."
You can also check your iPhone storage with the steps here: How to check the storage on your iPhone, iPad, and iPod touch
Should the issue continue after the normal restart, and you have enough storage, reach out to Apple Support directly to further assist.
Contact - Official Apple Support
Contact Apple for support and service - Apple Support
Best.