Upgrading to Lollipop, at some point the lock screen got a background image (see file attached). I never selected such image, and I can't find how to change in in the new settings menu :-/
Last but not least, the Lollipop lock screen shows full-screen still images from multimedia content being played from the device -- so you might see a graphic from a TV show or cover art from an album, depending on what you're streaming. In my experience, however, the images don't seem to clear properly when the content is no longer being played. I frequently saw images from a show I had stopped streaming long ago -- both when something different was being streamed and when the streaming app was no longer even active.
In order to fix it I launched some streaming audio and locked the screen to verify the image changed. Then I unlocked the screen and stopped the stream. Locked the screen and the image was set back to default wallpaper.
all right, i got exact same issue as you described. i was listening the TunelIn Radio then i got the cover of the radio show on the screen lock background. i did the following to get rid of the cover photo: open any app (not build in by Google) on your device, lock the screen before the app is full running, then unlock , the lock screen background should back to the same as your wallpaper background. may need try few times to make it work. good luck. :)