How to change default lock screen image in Windows 10

In Windows 10, the lock screen image is shown in a number of cases. For instance, if you locked your user session using Win+L or by clicking the user image in the Start Menu, the lock screen image will appear and show the image which is set in your Settings -> Personalization -> Lock screen. But if you sign out or the screen is locked at the user list screen, then Windows 10 shows another image. This is the default lock screen. So, there are two completely separate lock screens in Windows 10. Here is how you can set the default lock screen image in Windows 10.