If you prefer to have the power of PC gaming but the ease-of-use of a controller, it's annoying to mentally translate the default Xbox controller icons. PS4 controller support is fairly good, but DualShock3 people get left in the dust.
BL2 already has icons for the controller, so what we're going to do is change the default controller icons from Xbox to PS3. Unlike many other solutions, this solution doesn't rely on having specific drivers and will work with any controller recognized by BL2.
Find DefaultGame.ini, inside %steamcommon%/Borderlands 2/WillowGame/Config/. Make a copy of it you can restore if you mess up. Try to use a useful name, like DefaultGame.GOOD.ini.
Next, open DefaultGame.ini in your favorite text editor. Notepad++ is a good choice on Windows.
Find the sections (usually Ctrl+F) beginning with the lines ; 360 controller mappings and ; 360 mappings. Delete the lines following them, until the first blank line. You should be deleting around 44 lines of actual content.
Find the section starting with ; PS3 mappings. Inside that section, replace all instances of Set="PS3" with Set="PC-360".
Finally, skip down to the section beginning with // Scaleform button mappings. From here until the section that begins with [GearboxFramework.BehaviorKernel], you'll need to do these two things, in order:
Set="PC-360", thenSet="PS3" and replace it with Set="PC-360".This effectively makes it so that PC-360 (the mode used by the PC version while playing with a controller) is pointing to the PS3 icon data.
Save the file, but be sure that Borderlands 2 isn't already running, or it may overwrite your changes when you exit the game. While you're at it, save it in a second location, like DefaultGame.PS3.ini. This way, you'll have a fallback if BL2 overwrites or messes it up.
To test it, just launch the game again and use a controller. It should show you the familiar Playstation icons!