On the Windows 10 Lock Screen, you can have either a picture or a slide show. If you would like to have a solid background, there is no option for this.
Here is what you need to do:
Click on the Start Menu and then type
Choose "Lock screen settings"
Make sure that under "Background" you have chosen "Picture"
Under the pictures, choose "Browse"
Browse to C: > Windows > Web > Screen
Choose the blue solid picture (this is called "img105.jpg" on my machine).
Click on "Choose Picture"
That's it. You now have a solid background on your lock screen.