Facebook automatically determine what image from post will be used for share. To change this behavior and specify image that should be used (for ex. Featured post image) you need to use third party SEO plugins that allow you to specify OpenGraph meta tags that will be used by social networks to get share information for your posts (WordPress does not have this feature by default).
We recommend you to use Yoast SEO plugin for this.
You can read this guide: How to configure OpenGraph meta tags for Facebook share in Yoast SEO plugin.
Please note that Facebook cache OpenGraph meta tags for 30 days, so you will not see changes in share immediately on your site.