Go to your Blogger dashboard>layout>Edit html


and look for this code(it is at the top the template)

<title><data:blog.pagetitle/></title>
and add the below code just after the above one[as shown in the below screenshot]

<link href='ICON FILE URL' rel='shortcut icon'/>
<link href='ICON FILE URL' rel='icon'/>
and replace the 'ICON FILE URL' with the url of your icon file. (like http://gogogo.com/favicons/bt.ico)