Your favicon is that tiny image that identifies your website or in this case your wiki, among the rest of the tabs.
As long as you don't customize this, there will either be none at all, or the default Fandom one (a gray version of their logo).
To change/upload a new one navigate to File:Favicon.ico on your wiki.
Making your favicon
Then, you can visit a site to make it a 16x16px .ico image.
Then, go to your wikis Theme Designer and upload your favicon.