Another dumb question?

Lately I've been getting "GET /favicon.ico " 404 623 "-" in my logs. I have no idea what this is, however it's the last thing that seems to happen before a visitor leaves. Slurp was around yesterday and hit that and left. I'm no great whiz at html. I know enough to get my message across and this is a new one on me. Everything on the page seems to work just fine. I must be missing something. Probably just another bump in the learning curve for me.
Any insights? TIA.