Trying to run a roll 20 campaign, but I don't know what to set up for the background. Or really what to set at all.

I afraid I can't help much or at all. Do the Roll20 people have a forum for helping folks?

I am sure you will get some help from around here, folks are pretty nice, but you may get more and faster help there.

What do you mean. Background for the page or in the maptool part?

Drop down the Page Toolbar.

Click the page settings icon next tot he page you are editing (the little gear)

Here you can select the background color, toggle the grid, select grid color and type, and so on.