Make sure that you computer or laptop is on and that the operating system has fully loaded. Use an image editor and make the icon that you will want to use. Save the icon file that you just created with appropriate title and upload it in the root directory of your website.
Click on Header.php in the right sidebar and open it. Then paste the script in the body of your website source code.
Paste and save the file.
If you have any difficulties following these steps then you might want to try them again. Be sure to take your time and not miss any of the steps. However, if there is still an issue then you can go online and where you will find many different forums and websites that deal with WordPress websites and how to maintain or customise them. You will find many different topics covered by expert or professionals that know what they are doing. Many different tips and tricks are also available at many of these websites. Post your own questions to a forum if you need more help with creating a favicon for your WordPress powered website.
You can also take a trip to your nearest bookstore or library to find a whole host of books written on the subject of WordPress websites and how to customise them. You should study and research as much as you can to help you better understand how to modify and customise your WordPress powered websites. You can also find a lot of information about image editors and making icons that you can use in your websites.