Unlike other Android devices, which use a single wallpaper as the background for multiple home screens (parallax scrolling), the Dell Streak lets you use different wallpapers for each screen. The only way this can done on other Android gadgets is to install a third-party launcher or sometimes flash a custom ROM.
I didn't know that being able to use different wallpapers on each home screen was considered a desirable feature and only found out because I was searching for instructions on how to do the opposite on the Streak. I still can't find a way to do it, which I guess makes sense since what I'm trying to enable is usually just a standard part of the OS.
For people who wish Android offered an option to use different wallpapers, though, it's there on the Streak. Well, it's not really there as a choice; it's just the way it's done.
By the way, the screen you're looking at it is what pops up when you long-press the Home button. It displays a list of your recently accessed apps as well as thumbnails of your home screens (referred to as "Rooms"). The thumbnails aren't truly representative of the screens (unlike the Leap feature in HTC Sense), but you can tap a room to go there, press the X to delete it, or add a new one if there aren't already 6 in use.