Wallpaper

It sounds like some glitch may have confused the OS.

If a simple reboot of your Mac doesn’t fix things, see if the problem still happens in Safe mode (press and hold the shift key down at startup). It can take much longer to safe boot (5 min) so be patient.

How to use safe mode on your Mac - Apple Support 

Safe mode is non-destructive to user data. It’s not a cure-all, but very often corrects  weird software behavior. When you're in safe boot, the machine will not be at its best performance, especially with graphics, but that's expected.

Does the problem persist while in Safe mode?

Exit safe mode by restarting your Mac normally and re-evaluate the issue again.

jenise1979 Said:

"Wallpaper: I was trying to change the wallpaper on my MacBook Air, but the system settings wallpaper page won't load at all. I've restarted my Mac and even updated it, but nothing changed. How can I get this fixed?"

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If the Wallpaper Won't Change:

Reinstall the macOS:

Sometimes, when major changes are made to your Mac(i.e. update installations), system settings (i.e. for the fan) become manipulated, technically. So, when reinstalling, nothing would be deleted. It's just that items that have become corrupted or deleted, would be replaced or reinstalled back to where they should be. Go Here: How to Reinstall macOS from macOS Recovery - Apple Support

Important: Be certain to  back up your Mac prior to making any major changes to it, successfully as au update. In doing so, you with have something to restore store your Mac from, should anything go wrong with the reinstall.