By default, when you upload a photo album to Facebook, it will set the first photo as the album cover. Luckily, you can always change the album cover to another photo in the same album.
1. Log in to your Facebook account.
2. Go to Photos app -> My Uploads.
3. Click on the Edit Album button of the album you want to change the setting.
4. Go to Edit Photos tab (This should be your default tab when you edit album information)
5. Find the photo you want to set as album cover, check This is the album cover.
6. Hit Save Changes at the bottom of the page.
7. The album cover will be changed.