To change an icon in the display dialog box, the correct tab to use is the "Effects" tab.

Effects Tab:
The Effects tab in the display dialog box allows users to modify various visual aspects of the display, including the icon. It provides options to customize the appearance of icons, such as changing their size, style, and color.

Here's a breakdown of the various tabs in the display dialog box:

1. Effects:
- This tab is used to modify the visual effects and properties of the display, including icons.
- It allows users to change the size, style, and color of icons.
- Users can also apply special effects like shadows, reflections, and transparency to icons.

2. Settings:
- The Settings tab allows users to configure the general settings of the display, such as screen resolution, refresh rate, and orientation.
- Users can adjust the resolution to optimize the display for their preferences and requirements.

3. Appearance:
- The Appearance tab allows users to customize the overall look and feel of the display, including the theme, colors, fonts, and visual effects.
- Users can choose from various predefined themes or create their own customized appearance.

4. Background:
- The Background tab is used to change the wallpaper or background image of the display.
- Users can select a specific image or choose from a collection of preloaded wallpapers.
- Additionally, users can configure settings like picture position, color depth, and slideshow options.

Therefore, the correct tab for changing an icon in the display dialog box is the "Effects" tab. This tab provides options to modify the visual appearance of icons, including their size, style, color, and special effects.