One of the easiest ways to customize a device is by changing its background. Because the home screen on your Android TV is likely pretty large, you probably want to change its wallpaper---but can you?
The short answer is no. Unfortunately, that's also the long answer. Android TV has gone through several revisions, but the home screen wallpaper has never been customizable. The background subtly changes colors to match whatever you highlight.
The reasoning for this is that you probably don't spend much time on the home screen---it's simply a launching pad for movies, shows, games, and apps. And when you're not actively doing or watching anything, the screen saver starts. This is where you can customize things.
The default screen saver is called Backdrop. It simply rotates through stock photos and displays the time and weather in the corner of the screen. However, you can download third-party screen saver apps, as well. To do so, just open the Play Store on your Android TV and search for "Screen Saver."
After you install a screen saver, select the Gear icon at the top right of the home screen to open the Settings menu.
Go to Device Preferences > Screen Saver. Select "Screen Saver," and then select the app you just installed (it might require some setup).
In the "Screen Saver" settings, you can also adjust the inactive time, when the device should go to sleep, and other preferences.
While you might not be able to change the home screen's wallpaper, a screen saver is the next-best thing. It'll be a lot nicer to look at than rows of apps.