I have a Windows 10 Desktop on my Dell machine, and I want to change the image that appears DIRECTLY after startup. This is before I ENTER my password to start Windows.

Can anyone point me in the right direction?  If you mean the Lock Screen background, these are the steps

Settings
Personalisation (or 'Personalization' depending on your locale settings)
Lock Screen
Background

You will see a drop down menu that PROBABLY has Windows Spotlight selected, this is random pictures from Microsoft, the other choices are Picture and Slideshow, CHOOSE Picture and then you see THUMBNAILS of some standard pictures, you can choose one of these, or there is a Browse button, click that and you can browse to an image file you have saved somewhere. If you choose Slideshow, it will show pictures from a folder. There is a button right there to choose your Pictures folder, or click the Add a folder button to add one or more folders of pictures you want to use.
Yes, that answered my question. I never got to the Lock Screen tab. Problem solved.

Thanks Salmon Trout.