A favicon is the small icon that is displayed to the left of browser tabs in your browser.
Adding a favicon to your website is very easy. All you have to do is upload a 16x16 pixel or 32x32 pixel image to the document root folder for your website and name it favicon.ico.
If you'd like to add a favicon to Wordpress:
1. Login to Wordpress: domain.com/wp-admin
2. Go to Appearance >> Customize and click on Site Identity tab
3. Click Select site icon as seen at the bottom of the image below:
4. Upload your favicon image (ideally make sure it is 16x16 or 32x32) and then click Select.
5. You should now see the new favicon image displayed on the left-hand side of your browser tab.