So, I'm going to teach you how to get a cute icon like this:

First of all, go to your blog, then to the customize page. Click on Edit html and look for this (it should be at the beginning of the theme's code):

<link rel=”shortcut icon” href=”{favicon}”>

Now, replace {favicon} with the URL of the image you want to have as your icon, it should look like this now: 

<link rel="shortcut icon" href="http://media.tumblr.com/tumblr_lkl5vq3ahM1qfamg6.gif" />

Always retype all quotation marks, or it may not work. Ok so now all you have to do is click update preview, then save~