Maybe @renata doesn’t mean the thumbnails shown in the timeline or those on YouTube…
Maybe it’s the one used for the media files in the computer folders.
If so, I think it’s possible to change the default thumbnail with VLC Media Player, but if it is, I don’t remember how to do it.
There is also a free app called Tag Editor that can be used. It’s available here.
And here’s a video tutorial that shows how to use it:
EDIT: Turns out that there is another app that can do this. In fact it’s one I’ve used for a number of years to edit the tags of my MP3s. I just found out it also works on video files.
App home page: TagScanner