Well, I've just added a favicon to some of my blogs - and it was easy, peasy! Just as well, really, as I'm such a non-techie! A favicon, in case you don't know, is the little icon that you see next to the URL address at the top of the page (short for Favourite Icon).
I use Blogger, so I can let you know how to do it if you have a Blogger blog.
It is best if the image you want to use is square (mine was 125 x 125). Go to Dynamic Favicon for Blogger and Webmaster, who will convert your image and host it for you. Their service is completely free and you don' t even need to register. At the top of the page there is a box where you can browse and upload the image you want to use. Once you upload it, they convert it and host it and take you to another page, where you can get the code under Host It at IconJ.com: (Direct Link).
Copy the code and go to the Layout page for your blog, go to Edit HTML, Expand Widgets and then scroll down to where you will see -
]] >< /b:skin>
Paste the code immediately after this and before the next line, which is -
< / head >
And that's it! You may need to refresh your blog page before it shows up and I also found that it shows up more quickly on Firefox than IE.
I feel great when I can do something like that so easily!