Sushil Adhikari

I’m going to guess you are on WordPress 3.9 ?
This is a bug with the new version of WordPress and last I remember, this was brought to their attention to their development team. In the mean time, try this temporary fix which I found on another site and see if it works…

Open the theme file called “custom-header.php” which is found here:

/wp-content / themes / celestial / includes / custom-header.php

Look for this and delete it:

'default-image' 		 => get_template_directory_uri() . '/images/demo-header.jpg',

It sounds like the WordPress development team will fix this issue in version 3.9.1