this is already a standard feature of elgg. The default profile icon is the gray one. I think what you mean is that you want to change the image for the default profile icon right?

In that case, you need to go to elgg/mod/profile/graphics and find the current images there. Then overwrite them with your new images (be aware of dimensions). 

Ok, but I have the elgg 1.8. How I change in 1.8? Thanks for the help :)

And I have another question. I change the favicon.ico in graphics to change the default favicon. And dont happen anithing. The favicon is the default. How I change the favicon? In 1.8

1) favicons take time to show up. Wait a few days and it'll be there.

2) It doesn't matter what version of elgg you are using, you are changing images not code.

Ok thanks for all :)