How can I add an Icon to my text in the navigation?

well –
1 you had to know the hex-code of the icon you like to use
2 you had to know the name of the icon-set
3 you had to know the menu-item id
4 this comes to quick css:

#menu-item-2467 a::before {
    content: "\e8c9";
    font-family: entypo-fontello;
    display: inline-block;
    font-size: 30px;
    padding-right: 5px;
    vertical-align: middle;
    color: #f00;
}

5 you must decide the style ( color of the icon-font , font-size etc)
see here with my impressum link : https://webers-testseite.de/

if you have transparency pages it might be a good idea to define a color for it:

.header-scrolled #menu-item-2467 a::before {
color: #333
}

or you can insert on Dashboard / Menu into the navigation label an image just before the text
f.e. : <img src="https://webers-testseite.de/wp-content/uploads/webers-web-256farben.png" alt="image-before-menupoint" /> testpages

it is easier to address if you gave to that menu point a custom class as i did : imagelink

then on quick css the rest:

.imagelink.menu-item img {
    display: inline-block;
    width: auto !important;
    height: 50%;
    position: relative;
    vertical-align: middle;
    padding-right: 5px;
}

you have to adjust a bit for your needs the height
and for the mobile menu ( hamburger maybe display none or style it extra css)

look here on testpages menupoint: https://webers-testseite.de/