take a look in System Preferences > Users and Groups and check the Login items for your account.
If you see anything that sounds like what you are looking for, delete it.
Also take a look at Desktop and Screen Saver. Any clues in there?
If anyone has downloaded a program (I can't recall name) that sets a screensaver as wallpaper and either knows program name or how to delete such a program please let me know. I'm able to change desktop in system prefs but it always returns to said screensaver. Thanks.