Hey erikcos,
The wallpaper changing shouldn't cause any alarms, it could be a number of things. If this was a custom wallpaper, make sure the file is still available to access and use for wallpaper. See below for adding your own photos.
Customize the desktop picture on your Mac - Apple Support, go to step 2 for adding wallpaper:
1. On your Mac, choose Apple menu
> System Preferences, click Desktop & Screen Saver
, then click Desktop.
2. On the left, browse available pictures and colors:
• Pictures and colors from Apple: Click the arrow
next to Apple, then select a folder. To download a picture (indicated by the download icon
), you must be connected to the internet.
Dynamic and Light and Dark desktop pictures automatically change throughout the course of the day based on your current location. If Location Services is turned off in Privacy preferences, the picture changes based on the time zone specified in Date & Time preferences.
Some pictures provide still images so the picture doesn’t distract from the desktop appearance. For example, if you chose the dark appearance during macOS setup, the desktop picture is set to a dark still image. To use or stop using a still image (if available), click the pop-up menu next to the thumbnail at the top of the pane, then choose an option.
• Your photos: Click the arrow
next to Photos. If your photos are in the Pictures or another folder, click the arrow next to Folders, then select a folder.
To add a folder, click the Add button
, navigate to and select the folder, then click Choose.
If your photos aren’t shown, they might not be in the expected file format—JPEG, PICT, TIFF, PNG, or HEIC. Use Preview to open your photos and save them in one of the formats. If your photos are shown but look fuzzy, try using larger ones, such as 1024 x 768 pixels.
This should help get the wallpaper image back to your preference.
Take care!