I see that some people have like a backdrop or background behind their avatar, I have searched the shops and forums but alas I could not find any and I was wondering if someone would be so kind and tell me where these backdrops come from, Thank you

What ones? Most of them are CIs and there's a few that are EIs.

If you want, you can take a browse at the rare item guide. There are a lot of backgrounds that are CI/EIs and will be displayed in there. Here's the link! Menewsha Rare Item Guide - Menewsha