That’s actually how it’s supposed to work. The header is supposed to be transparent with the front-page-1 image showing in the background until you scroll down. If you want to customize it so the black background shows at all times, then you can change this code located around line 1178 in your CSS –
.featured-section .site-header {
background-color: transparent;
border: none;
}
To look like this –
.featured-section .site-header {
background-color: #000;
border: none;
padding: 0;
}