Tips about how I made the Cant Sleep wallpaper ( see wallpaper ).
Start with new image, and fill it with very dark blue color. Then, with very large (800-1000 px) Soft Round Brush, add a bit of black here and there. Then, apply blur (filters > blur > gaussian > 30-40 px) to smooth the background.
The following steps
Then, set this layer blend mode to Overlay. It will look almost invisible, but after all this is only a background :-)
In another new layer, repeat the same but with black brush.