There are several ways you can personalize your Windows 11 experience.
To access all of the different settings go to Settings > Personalization.
Below I will summarize some of the settings that can be found here
Here you can choose your background (wallpaper)
You can choose your own Picture, a Sold colour, or a Slideshow of your own photos.
Here you can choose your color mode - Dark, Light or Custom (if you choose custom then you can set one mode for Windows and one for your Apps) - example images below.
You can also enable / disable transparency effects.
And finally choose an accent colour and where you want to use it e.g. on Start Menu, Taskbar, Window title bars and Window borders.
Example of Dark Mode vs Light Mode
Example of Accent Colours on title bars and window borders
Example of Accent Colours on Start and Taskbar
Windows 11 comes with several brand new themes designed to work with both dark and light modes (covered above) and to complement the new centered Taskbar and Start Menu.
You can choose one of the themes included with Windows 11 or you can browse more themes in the Microsoft Store.
You can choose whether to show a Picture, Slideshow or Windows spotlight (a series of images from Bing which are overlayed with location information and useful facts).
You can also choose whether you wish to show detailed status on lock screen for Mail, Calendar or Weather.
For tablet and touch screen devices you can customize the size and change the theme for the virtual on-screen keyboard