Go to your shelf -> Press the 'edit' button (depending on your screen this will be either directly under or horizontally opposite your profile picture) -> Select 'Pick Favourites' -> In the small box that has now appeared, select 'Pick Books' and select the ones you wish to be shown as your favourites. For the final step, you can only pick books that are already added to your shelf, so ensure to add the ones you have in mind first.