From your computer (Twitter.com):
Step 1:
Step 2:
Click on "Change Header" 
Step 3:
You will be sent to look for a photo on your computer, select your favorite.
Step 4:
Zoom in if you wish and click "Save" 
You will now have your header configured! 
You will now have your header configured! Configuring through Mobile:
Step 1:
Go to "Me" in the bottom right corner of the Twitter App.
Step 2:
Select the cog. This will open your settings and "edit profile." 
Step 3:
Select "Edit Profile."
Step 4:
Click on Header.
Step 5:
Take photo or choose existing and save. 
(via)
