Look for header.php file - as far as I understand it every website will have one. However that is not the way I recommend to add code to your header anyway :) Have you watched the whole training for the insert headers and footers plugin?
You can also follow this training: https://my.wealthyaffiliate.com/training/how-to-add-insert-headers-and-footers-plugin

I just simply want to add a background photo to my header like you explained in this video, but when looking under "Appearance" there is no "Header" option. Even if I click on "Customize" option, there is no option for a "Header Image" like you have shown in this video too.

I don't know anything about adding code to a header or my website anyways haha.

I haven't been able to customize my website much at all due to not having these different customization options...

Oh I'm sorry, I am confusing things! It must be lack of sleep LOL. Ok so different themes have settings in different places. What theme do you have? I will see if I can figure that out for you!

Haha no worries! My current active Wordpress this is called Skin.

Darn I just uploaded that theme to a set website I use and I just cannot see where to add a header image. There is only the option to add a background image. I am sorry sometimes themes really mess around with the normal settings. I am sure there must be a way to change your CSS settings to add a header image but those things make me edgy! I will try and see if I can come up with a work around for you.

Alright, thank you so much! I really appreciate all the time you've invested in me thus far!

I tried checking out some plugins that may help you. Have you considered that maybe a plugin might help you out?

Im not sure. Im still very new to all this and honestly don't know what plugins really do...

Plugins add things on to your website - new features and functionality. Often if you can't do something with your website you can use a plugin to enable it. Just be careful with plugins though because some plugins don't play so nicely with others... so you could add a plugin that causes conflicts on your website. Also some plugins slow your website down and that is a big problem. So before adding a plugin check how many positive reviews it has, how many downloads it has, whether it is compatible with your version or Wordpress and maybe read some of the reviews to get an idea of how the plugin works.

Think of plugins almost like mobile apps - but for your website :)

Oh ok awesome! You have any in mind that could be beneficial to my situation?

Not yet, nothing I came across looked suitable for your needs.

Well again I really appreciate you taking the time to help me. Do you think it might be best for me to change my website theme, or is that not recommended?

Well I'm not sure :) How attached are you to your theme? It's important just to remember too that changing themes does not always mean the grass is greener on the other side, it could just be a different tone of green... meaning that whatever theme you choose you will most likely encounter something that you struggle with there too. So if you love your theme but you have this one issue I would push through and ask more people for help to resolve this one issue. There will be a way to resolve it - that I do know. I also know that technical difficulties like this sort of thing is not my strong side!
So it really is up to you to decide what you would like to do. Also keep in mind that every time you change a theme it throws out some of your settings so you will then have to go and reformat things like your menu structure etc. That for me is a real pain in the ass personally so I am always resistant to changing themes myself. I like to write and promote my content not fight with my website :)

It is a pleasure, I am glad you are enjoying them!

Have you checked the correct size? I will see if I can figure that out for you.

Here is some information I found on Omega theme, It doesn't look so simple looking at this:
http://help.oxygenna.com/wordpress/omega/global-options.html

Thanks Lynne, will try:)