Users of Windows 10 Technical Preview for phone may experience a crash when selecting a photo to use as their lock screen background.  When the crash occurs, you are suddenly returned to the Start screen.

Windows 10 for phone lock screen wallpaper
Windows 10 for phone lock screen wallpaper

This issue occurs if you first open the Photos app before going into Settings to change your background or lock screen.
To work around this issue, do NOT first open the Photos app.  Simply go to Settings, then Personalization, and then select either Background or Lock Screen, and choose Browse.  This then takes you to the Photos app where you can select the photo you want to use.

Note:  If you’ve experienced this issue, you may need to power off the phone first before attempting the workaround steps.

Microsoft Windows 10 for phone team is currently investigating a fix for a future build.

See also:
How to install Windows 10 Technical Preview for Phone