I have the feeling I've forgotten something...............

Hmm...... try this - open ~/
.config/pcmanfm/ and open the 2 files there - main and main.lxde. You should see as the last section of main.lxde something like this:
[Desktop]
show_wallpaper=0
wallpaper=/usr/share/lxde/wallpapers/lxde_blue.jpg (or whichever wallpaper you've chosen)
wallpaper_mode=1
bg2=1644,46873,512
[Interface]
The file main may have the same entry or most likely looks like this:
[Desktop]
[Interface]
As a precaution, back up the 2 files by clicking File > Save As and adding a
.old extension to the name. Close the files, then reopen them - not the copies. Remove the entries between [Desktop] and [Interface], save and exit. logout and login.