I think he's referring to the one that's there when you restore a backup, for example. Or the one that's there by default as soon as you upgrade to iOS. You can't customize that without first adding a new wallpaper. You can add the same wallpaper you had (if you can still find it!), and then customize it. But you can't customize it "out of the box" so to speak. At least that's been my experience, and at least some others in these forums have had the same experience.