A favicon is the little icon that appears beside the URL in your browser. For this site it looks like this:

If you have your own website, you can make your own. It's really easy.
Step 1: Make Your Image
First you have to make the image. You can do that with your image editor of choice (paint, photoshop, psp, gimp, etc). You can make
it any size you want, but try to make it simplistic, and as close to a square as possible. This is what ours looked like at its original size:

Step 2: Turn It Into A .ico Image
This is the really easy part. I found a great web service that turns your images into .ico images for you! Go here to
turn your image into a .ico image.
Step 3: Upload It To Your Server
You should upload it to your server in the root directory, for example, public_html/.
Step 4: Put The Code In Your Page
Add this code to your page between the <head> and </head> section. Save the changes, then re-upload the
page to your server.
<link rel="shortcut icon" href="favicon.ico" >
You're Done!
Your site now has a memorable favicon that you created. Pretty cool, huh?