The icon shows up alongside the usual settings for Wi-Fi, Bluetooth, brightness, ring mode, and battery. There isn't much to be learned from the image, which just shows a settings icon that looks like a fingerprint. Presumably the settings link would send you to options to retrain the device to recognize your fingerprint.
Fingerprint scanners are the new hotness for smartphones. There have long been rumors that the upcoming iPhone 5S will include a fingerprint scanner as well. If the technology works well, it could easily add a much stronger layer of security than you can get with a password, PIN, or gesture lock.