Are you talking about trying to use photos from your Photo Stream as wallpapers?
If so, go to the Photo Stream in Photos and view each of the photos before trying to use it. Because these photos are stored in iCloud, the iPad does not always have a full sized version stored locally. This is especially true if your iPad is limited in storage and it's been a while since you opened and viewed photos in the Photo Stream. This is also true for Shared iCloud Albums, and iCloud Photo Library (depending on your settings), if you use them.
You'll need an internet connection when opening them.
Once they've been viewed, they should stay at full resolution unless something happens.
