This is an optional way to individualise your 'My Page' header image and change the boring old grey default image. In your profile page options you will see at the bottom of the list under the label 'Cover Photo ' an upload link. When you select this you can then choose an image from your computer. If you want to delete this at a later stage you can do so via the delete link which will show up once you have added an image. You can also change the image you added easily by just choosing the upload link once again.
The recommended size for your cover photo is 880px wide by 245 pixels high. You can add a bigger image and when uploaded it will be cropped to fit but to get the best look for your cover photo it's best to use the recommended size.
You can see this in use by going to my profile page and at the top you will see the photo I took of Dionysis, my Sybarite beauty!
Here is the link to my profile page: http://dollobservers.com/members/simonfarnworth
Here is a screenshot of the options list showing the upload link for your cover photo:
Now go and experiment with your cover photo! Enjoy!!