Normally when you open an image and has no layers like a jpg image it will be on a single locked background layer.
However if the file is a psd or tiff that supports layers, that image could be on a layer that is unlocked, especially if it contains multiple layers.
To remove the lock, drag the padlock on that layer down to the trashcan and its done. Or you can double click on the layer and rename the layer at the same time as it unlocks it. (though renaming is optional)