You can change this by going to File --> Build Settings --> Player Settings --> Splash Image --> Background --> Background Color.
From there you can change the background color. You can also change the image, animation type and overlay opacity from there.
Note that there are things you may not be able to change there unless you have Pro license.
EDIT:
Updated to be more detailed of where to change stuff
First change the Splash Image:
There are more options for iOS platform but this settings can still be found in the menu I mentioned above.
If iOS, select iOS as your platform and you can change your Background Color from there:
You should then change the Lunch Screen type from there. Set it to None if you want it to be gone.
If the color does not still change, you can create a Texture with a color of your choice and add it to the Mobile Splash Screen slot:
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