@jdiski You create one with the info from the article.

@erolok found a better way:

you need a .webm video file and it cant be too long about 12 seconds works great for me

you can cut the video and change it to .webm with FoneLab Video Converter Ultimate. its free and easy to use
https://download.fonelab.com/video-converter-ultimate.exe

create a poster.jpeg by screenshotting the first frame of the loop (it has no effect on the wallpaper but thats what you see where you choose your wallpaper)

open text editor and copy the following in (fill in the stars):

[Info]
name = *****
author = *****
version = 2

[Start Page]
background = video.webm
position = center bottom
title text color = #FFFFFF
title text shadow = none
first frame image=poster.jpeg

[Web UI Pages]
background = poster.jpeg
position = center bottom

save the file as persona.ini

create a .zip archive and drop in the video.webm poster.jpeg and persona.ini

open opera and open the link opera:about there you see where your themes are saved
C:\Users\name\AppData\Roaming\Opera Software\Opera GX Stable\themes

drop the .zip in this path and then restart your browser

now open settings and you should see your wallpaper in your installed wallpapers

@quik Yes my system can handle it because when the animated background is loaded i can re-open a new tab and it doesn't freeze, but if i stay on the same tab for a while, when i open a new tab i have the problem again! I think they should preload the animated background at the start of OperaGX instead of at the opening of the tab! And i'll try next days without the animated background and comeback here to say if the problem persists!