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There are a few different backgrounds that you can change. Some you can do with the customizer, some you have to use css in the advanced>additional css box.
Web Page Design > General Design Options will give you the option (at the bottom) to set the body background. This is the primary background color, although most of it will be covered by other elements.
Header Design > Header design will give you the option to set colors for the header. Same idea with footer.
Main Body Design > Sidebars will allow you to change the color of the sidebars (you would need to use custom css to have one sidebar be a different color than the other).
Finally, You have the background that is behind the main section, which is what your text appears on. This you can change using css.
example:
main {
background: #33408a; /* change color as desired */
}