This problem consists of black background insted the wallpaper on xfce4, apparently is the xfdesktop daemon that was not starting on login. To fix it, wee just need to setup this daemon to auto start on login:

  1. Go to Session and Startup > Application Autostart
  2. Then click on Add
  3. Will appear a window, enter some name, like "Wallpaper Daemon" and the description, "Daemon to load the xfce4 wallpaper", on the command field, add the command xfdesktop --replace.
  4. After save the config, restart the computer.

references:

Desktop background appears black when using XFCE: https://unix.stackexchange.com/questions/151471/desktop-background-appears-black-when-using-xfce [archive]