Your favicon is that tiny image that identifies your website or in this case your wiki, among the rest of the browser tabs.
As long as you don't customize this, there will either be none at all, or the default wikia one with the two square brackets.
To change/upload a new one navigate to File:Favicon.ico on your wiki.

Making your favicon Edit

You can use a graphics editor to make a logo. (Photoshop, GIMP).

Screenshot 10

Favicon preview. (Credit to MythBlox)

Then, you can visit a site to make it a 16x16px .ico image.

Then, go to your wikis Theme Designer and upload your favicon.