When I saw Google's favicon, I wanted to know more about favicon.From sources I found out that Favicon is the short name for Favorites Icon. It has some specifications .It should be 16 X 16 pixels with 16 colors and the file name should be favicon.ico.

Once you have such an icon file in hand , just upload it to your website :- simply put it in your root directory and the web browsers that support favicons will locate it eventually.Now you can see your icon on the left side of your URL and if you have URL in your favorites menu it will display the icon there as well.


Some tips :

1. If you liked some websites favicon and you want to view/download it , go to the websites home url and append favion.ico to the URL.. Not clear check below ?
Eg : If you liked Wikipedia's 'W' shaped favicon Goto http://en.wikipedia.org/favicon.ico , you will get it. :-)

2. Try this favicon generator to create your own favicons