Open the Settings app
Tap Wallpaper
Tap the wallpaper you want to remove or change
Tap Customize if available
Remove or replace the wallpaper by selecting a new one
If using the Lock Screen, press and hold the Lock Screen
Swipe to the wallpaper you want to delete
Swipe up on the wallpaper
Tap the Delete icon if shown
Confirm Delete
Set a new wallpaper if needed