Favicon is that small logo that is displayed in your browser
Like most other things, you need to submit this file to get it shown for your website.
1. Create a 512px by 512px jpeg or png image of your icon (use something like Fireworks or GIMP to create a vector image)
2. Head over to https://favicon.io/favicon-converter/ and upload your image file to create .ico version
3. Download the zip file containing various .ico files and email it to adminhelp (at) bluesombrero.com
It will take about 24-48 hours for them to update your website.