When you first open Whatsapp on Android you are asked to set a picture account and a name. To add, change or set a new profile picture on Whatsapp Android do as follows:
1. Open "Whatsapp" and go to "Settings"
2. Tap "Profile"
3. Tap the profile picture, and browse the gallery to choose a new image
4. You can also change your Name. This name is shown to your Whataspp contacts