Twenty Ten, the default theme for for WordPress 3, features a prominent header image. It comes with eight header images installed, photographs by Matt Mullenweg, the founding developer of WordPress. (You can read more about these photographs on his blog: The Headers of Twenty Ten)
Here are a few ways that you can customize the header images for your site:
Change the Header
If you don’t want to use the default image, there’s an admin panel where you can select one of the others. Just go to Appearance –> Header and scroll down to Default images. Look at the thumbnails, and click to select the one you want.