A favicon (short for "favorites icon") is the little graphic that Web browsers show next to the URL, bookmarks, and other places that help personalize and visually identify a Web site or blog. WordPress is a widely used blogging application that is available either as a service from WordPress.com or as an application you install and host, using your own hosting provider. I'll go over how to set a favicon for both types of WordPress blogs below.
Set favicon for WordPress blog service (WordPress.com)
WordPress.com users have the WordPress "W" logo as the default favicon for their blog. To set your own favicon, you simply upload a JPEG or PNG photo of your choosing. Here's how:
In your WordPress blog's administrative control panel, go to Settings, then General.
In the upper right corner, you'll see a box that's titled "Blog Picture / Icon." Click the Choose File button, then select your photo.
Click the Upload Image button. After a few seconds, you'll see the photo you've uploaded with an option to crop it. After you've finished selecting the cropped area, click the Crop Image button. You'll see a confirmation message stating that your "blavatar" image has been uploaded.
Wait about 10 to 15 minutes and you should see that your favicon has become active. If you don't see it, try clearing your browser's cache or restarting it.
Set favicon for individually hosted WordPress blog (WordPress.org)
Setting a favicon for a hosted WordPress blog involves a little more work, but is still simple to do.
Create a "favicon.ico" file. The resolution of a favicon.ico file is 16x16 pixels. You can use a graphics editor like GIMP to save your image as an ICO file (Microsoft Windows Icon) or use a free online favicon generator like Dynamic Drive, or Favicon Generator Tool. To read more about using the Favicon Generator Tool, go here.
Using an FTP program like FileZilla or your Web host's file manager, upload your favicon.ico file to your current WordPress theme's main folder. Themes are usually located in ../wp-content/themes/.
Upload another copy of your favicon.ico file to the main or root directory of your domain to allow RSS readers to display your favicon.
Your favicon should appear immediately. If it doesn't, you may have to clear your browser's cache or restart it.