I found out that WordPress is much more fussy now about the ORDER in which you do this.

First, upload images you’d like to use in your page, or intend for a header. Any size image can be part of your page, but only images that are 1000 pixels wide, or wider, will be able to be a header image. While on your page, in editing mode, scroll down on the right-hand menu to find the section that says “Featured Image.” Then, “set featured image.”

You will be redirected to the Media Library, showing all photos on the course site. Select the image you want from the gallery, and go to the bottom right corner to select the option to “Set Featured Image.”

If a thumbnail of an image shows up on your page in the featured image section, AND at the top of the page, you’re good.

If the thumbnail shows up on your page in the featured image section but NOT at the top of you’re page, it’s too small to be a banner.

If a featured image shows up in the featured image section of your page, AND at the top, and you no longer like it, select “Remove featured image,” and go set a new one.