The Microsoft Health application that comes with the (Microsoft) Band has a basic selection of colour themed textured background, but that's your lot. If you'd like something a little more personal and interesting (colours, people, logos) then Band Pro is a good bet, with an ultra-simple interface and at low cost.

From the Store description:

Design, create and personalize your Microsoft Band Wallpaper. 

Preloaded with Major Sports Team Logos and great collection of wallpaper backgrounds (more to come) to choose from. You will never have a boring background again. Guaranteed! Of course with your unique imagination!

Make it your own. Have fun with your band!

Here's a walkthrough:

The main UI - with tappable mock-display, selection buttons above, essential controls beneath and then settings/help/about etc. at the bottom. It's simple, as I say, since there's only the one screen, but you'll still need ten minutes to get your head around which bits you need....

The logo packs included only include the USA (mainly) and the UK (sparsely) - no doubt there will be more here if the developer gets enough sales! For example, the UK pack only has the English Cricket Board - or you can use the supplied file picker to take one of your own photos and crop out a suitable icon....

Not that you have to have an icon at all - just use Band Pro to sync across more attractive wallpaper, with a good built-in selection of a few dozen backdrops, neatly categorised.

You can buy Band Pro here in the Store, it's around £1, depending on market. There's clearly potential to do more here, filling in more of the holes left by Microsoft Health, though in the short term just expect more international icon packs...