shower leak from back of wall
Because the showerhead isn't installed properly (or it is damaged/cracked).

First try tightening it.  They just screw on.  Make sure the threaded piece of the showerhead isn't cracked - some cheap plastic ones break quite easily, and if that is the problem you need to replace the showerhead.

Take it off and make sure there is a rubber washer inside and that it is still in good shape - if not, get a new washer for it.

If that doesn't work, get some white plumbing tape that goes around the threads to ensure a tight seal.