DSXchange

I opened the .dsx file with notepad, icon changed to notepad. How to revert back to original icon

That's because you didn't uncheck the "always open it with this" option when you told it to use Notepad. It then created that association between the dsx extension and notepad.

Not really a DataStage question as that is pure Windows functionality but I really wouldn't worry about the icon, nothing DataStage related will be affected by it.

If you feel you must change it, simply remove the association. Open Windows help and type the question "remove association". How it's actually done differs depending on what kind of Windows you're running, and I don't propose to cover all the possibilities here.