This article explains how to change the default Mail icon for Mac OS X 10.6 (Snow Leopard) and later. The flying hawk against the blue postage stamp background just doesn't fit everyone's desktop aesthetic.
The Secret to Customizing Mac Icons
You could change the icons for built-in apps much more easily in versions of Mac OS X earlier than El Capitan (10.11). Here's how to do it if you haven't upgraded yet.
Close Mail if it is open.
Ctrl-click (or right-click) the Mail Dock icon, highlight Options, and then select Show in Finder.