you need to head to "Edit Templates" under the Administration menu on the right of you admin page, and edit the css file of whatever skin have chosen.
Under the BODY tag you should see BACKGROUND COLOR:#------
If you are new to this, this refers to a six-digit screen color number. You can select a color from a webpage like
http://www.webcolors.freeserve.co.uk/chooser.htm or choose it in the color picker of a program like Photoshop.