It's the "me" contact at the top of the people app. If you use google+, the easiest way to populate and set the image is to go into google+, open settings, choose your account, the contacts, then check "keep contacts up to date".
To add to doogald's excellent information… when you go into Google+, click or tap on your picture, then on the settings menu on the upper right side of the screen. Select edit name and you can change your screen name. I changed mine from James to Jim. Now my phone says hello Jim when I make a query from the lock screen. Most of the time it says "hello Jim, " although occasionally it says "hey there." Haven't figured out why yet. Must be a random response generator in the phone.
Well I hope my info was correct. I have transitioned to the Turbo and that's what I thought you were referring to. I never used that particular setting screen on my MAXX (I used a settings icon to access the menu). I typed my response from my phone. When I couldn't find my post I thought to check the MAXX forum (Duh, your post indicated MAXX). I may have to pull out the MAXX and check. FWIW, I find the voice actions worked much better on the MAXX.
edison