Create an original icon

As a preparation, first create an original icon and save it in any folder. Square jpg and png formats are recommended.

Change material thumbnail

Click the gear icon (bottom right) of the material whose thumbnail you want to change on the material palette to display the material property screen.

Click the folder icon of the material image and select the original icon created earlier.

Confirm that the material image has been changed to the original thumbnail and select "OK".

I was able to change.