What is a Favicon?
It’s the little tiny icon in the browser tab when you site is displayed in the visitors browser. It can also appear when people make shortcuts to your website.
How do you create one with WordPress?
First you need to create a square image of 512×512 or larger. Then from your Dashboard Menu go to …
Appearance > Customize > Settings > Site Identity > Site Icon
Save & Publish
Now you have a Favicon