Background layers (the first layer of the layout) are always locked. You can unlock the layer by double-clicking on the word “Background” in the Layers Palette.
The pop-up box will say Name: Layer 0. Click OK to rename it and it should remove the lock.
Another method is to simply duplicate the background layer by selecting the background and pressing Ctrl + J (Mac: Cmd +J) on your keyboard. This makes a copy of the paper on top of the original background. The copy will be unlocked.