I had a custom wallpaper set on my phone that I couldn’t get to change.   The image was used from a pictures folder I had sync’ed with my computer.  I tried to change the lock screen background many times with no success.  I tried stock photos that came with the phone, photos from my pictures and the folder I had sync’ed with no success.

The fix:

Ok, I’m and idiot; the reason I couldn’t get the image to change was because when the phone is charging, wallpaper is not displayed.  Soooo, unplug your phone..