Found it with the help of AskUbuntu guys:
https://askubuntu.com/questions/1257334/mysterious-image-on-first-boot-
lock-screen
Seems that is a "bug" on the theme I was using, not an Ubuntu one. But
we can use this for reference. :-)
That beach was driving me mad! :-)
** Changed in: gnome-shell (Ubuntu)
Status: Incomplete => Opinion
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https://bugs.launchpad.net/bugs/1886812
Title:
Mysterious image on first boot lock screen
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