I spend a fair bit of time every day looking at various Drupal based sites, often of people who have posted on drupal.org, and it still amazes me how many of them haven't changed their favicon.
For those that don't know, a favicon (short for favorite icon) is the little 16px x 16px icon which appears in the address bar of your web browser just before the actual address, and also in bookmark lists and on tabs. It's really quick to make one, and there are many great tutorials on the web. I'd recommend you check out this tutorial on Photoshop Support for some guidance, as it's both clear and concise.
Now you might not think this is a big deal. After all, it's only a little icon right? Well, perhaps. But I think that there are two good reasons for getting your favicon sorted:
Ultimately, I definitely reckon it's worth taking a few minutes to change your favicon, and if you come across any Drupal sites which have forgotten to do so why not drop them a quick e-mail to let them know.