I think as long is not super spammy advertisement you will not have any problems at all.

As long as you don't post something profane, you should be okay. I have my company logo as a background for my Twitter page, no problems so far.

Is the advertisement for a site you own? It's not uncommon for a site or blog owner to brand their Twitter background with a logo from their own site. Though not really sure you could get away with putting an affiliate site ad on your background. Read the Twitter TOS before risking your account foreclosure.

I would just keep the ad low key, don't make it stand out to much, and make things look natural as possible, but still get your point across, if it draws to much attention away from the page it's self, you may end up getting less followers because they just disregard the page, if the first felling they get from it is that you are going to try to sell them something.

Max,

Unless something has changed, it appears that this blogger found some information that it is ok to use the background as advertising space as long as you make it clear that it’s a paid ad.

Twitter Says It’s OK To Sell Ads On Your Profile Background - AllTwitter

Best,

Shawn