Taln's chapter heading (nine lights above a mountain, possibly the Honorblades) is probably Proving Day and he was the odd Herald out. Could also be Aharietiam, with Taln's Honorblade missing, with the other Heralds abandoning the Oathpact and their Honorblades, although, if I recall correctly, the blades were placed in a circular formation then
Jasnah's chapter heading... I'm not sure what that is. Possibly a depiction of Shadesmar. This was also the Shallan chapter heading in WoK & beginning of WoR
Kaladin's chapter heading: spears, which connects well with him, I don't recognize the glyph on the flag though, I'm not good at recognizing those, hmm... @Pagerunner, a little help?
Szeth's chapter heading portrays him as the Assassin in White
Shallan's chapter heading is our good ol' cutie, Pattern
Lift's chapter heading is food. Nuff said.
Eshonai's chapter heading depicts her standing in Shardplate & carrying a Shardblade, standing in front of a storm (we see it's significance in WoR)
Venli's chapter heading depicts her with her back to a storm, holding a ball of light, probably Timbre
Navani's chapter heading shows a glowing gemstone or a fabrial
Dalinar's chapter heading shows the Kholin coat-of-arms, it was shared with Adolin before diverging in WoR
Adolin's chapter heading shows him in full battle regalia in a stance, probably mid-duel or practice
Bridge 4 umbrella chapter heading shows the bridge 4 patch
Moash/Vyre's chapter heading shows the torn Bridge 4 patch
We don't yet have a Renarin or Shalash chapter heading
So, Jasnah & Navani's chapter headings are the ones we really don't know about