Yes I have my new custom favicon up, do you?
If not here's how you can do so yourself:
First create a 16 x 16 (pixel) image. Fill that with whatever you like! Try and keep it simple as it is really small. Most people do images or one letter (i. e. blogger, facebook, etc)
Upload that using whatever website you wish (I use photobucket, but you could use anything!)
Then go to your Design area of blogger and click.