By default, when you select multiple images to stack, it makes the "active" one the cover thumbnail. That's the thumbnail that displays on top of the stack when the stack is collapsed. That's typically the first thumbnail you click on (although that's not always the case).
You can tell visually which is the active thumbnail with the subtle difference in the background color--it's a slightly lighter gray. Here's an example:
But what if you want a different thumbnail to represent the stack? Maybe you want a more representative image so you can more easily see what that stack of images is without expanding the stack.
Lightroom has an easy way to swap the stack cover thumbnails.
First, stack the images as you normally would (Right Click > Stacking > Group into Stack / Photo > Stacking > Group into Stack / CMD-G (Mac) or CTR-G (Windows)).
Then expand the stack by clicking on the stacking thumbnail icon that shows the number of images in the stack.
If the stack icon isn't showing up on the thumbnails, make sure the option View > View Options > Show Grid Extras > Thumbnail Badges is checked. I have a more detailed guide here.
Next, roll the cursor over the thumbnail you want as the new stack cover. You'll see a stack icon appear over it.
Click on that thumbnails stack icon. That will move that thumbnail to the top of the stack and move it to the beginning of the sequence.
And if you now collapse the sequence, you'll see that it has a new cover image.