Open a new file. I did 400*125. Take the Gradient Tool (G) and choose the 2 colors you want in your bg. Or choose black / white and use ctrl + b or ctrl + u in the end. I choose lighter blue and darker blue. Use your gradient tool like this. Go to Filter --> Pixelate --> Mezzotint. Choose Medium Strokes, and hit OK. Now go to Filter --> Blur --> Radial Blur, and typ this, or something else if you want to. Now your bg is finished, do some nice things with it and you'll get: