.desktop files control the behavior of launcher shortcuts in Linux. To check the icon in use, you will need to open the appropriate .desktop file that is located in either /usr/share/applications or in ~/.local/share/applications by typing the following command: (I'm assuming you installed Eclipse from the software center, so the more likely option is in use:

sudo -H gedit /usr/share/applications/eclipse.desktop

If this file is empty, you will need to exit without saving, and substitute the path in the command. Go down to the line marked Icon= and if there are any comments in it (designated by #), remove this comment, as i have heard of a bug that causes the icon to display, however i don't know if it has been fixed as yet.

If there is no Icon= line, find an appropriate icon in .png format and put the full path in this line including the Icon=.

Edit:

From the comments, you have said that you are running this from a link on the desktop. The proper way to do this would be to create a desktop launcher and asscociate the icon from it. To do this, open a terminal and type:

gedit ~/Desktop/eclipse.desktop

this will open a blank document. To make it a launcher add this to the file, substituting the correct paths for both the Exec= and the Icon= lines:

[Desktop Entry]

Type=Application

Encoding=UTF-8

Name=Eclipse

Comment=Eclipse

Exec=<path_to_eclipse>/eclipse

Icon=<path_to_eclipse>/icon.xpm

Terminal=false

Type=Application

Categories=GNOME;Application;Development;

Save and close, then make the file executable by typing chmod +x ~/Desktop/eclipse.desktop

Now, when you open this shortcut, the icon set will appear in the launcher.