You have two options:
Replace the image with your own by going in the theme folder and putting another image in its place. The folder will be located in
wp-content/themes/[theme name]/. The image can be located right in the root, but most likely it will be in an image folder (or images, or img, ...).
Change the CSS by once again going in the theme folder, locating style.css and looking for the string
url(. There might be more than one instance of the string, just find the right one. Once you do, remove the CSS attribute; it should look like either
background: url([path to image]); or
background-image: url([path to image]);, either way delete all from
background up to the semi-colon.