Unless otherwise specified your Application Bundle will have a default Java application icon. This icon will be used on the application bundle itself and also on the dock.
The default icon might work just fine for you, but most people would want to create a custom icon.
Adding your own custom icon is quite easy. The file must be in the .icns format and you can create it using a utility provided by Apple called "Icon Composer". You'll find this in /Developer/Applications/Utilities/Icon Composer.
After creating the file, save it somewhere inside your project directory and add an iconFile configuration property to you pom specifying the location of the file, like this:
<project>
...
<build>
<plugins>
<plugin>
<groupId>org.codehaus.mojo</groupId>
<artifactId>osxappbundle-maven-plugin</artifactId>
<version>1.0-alpha-1</version>
<configuration>
<mainClass>com.example.Main</mainClass>
<iconFile>${basedir}/src/main/app-resources/myapplication.icns</iconFile>
</configuration>
<executions>
<execution>
<phase>package</phase>
<goals>
<goal>bundle</goal>
</goals>
</execution>
</executions>
</plugin>
...
</plugins>
<build>
...
</project>