After Brian wouldn't pay attention to Walt's report on birds, a bird ran into the window. Brian seems to think Walt had something to do with it. Walt had been reading a page about the "Bronze Cuckoo". ("Special")
Birds can be heard several times throughout the series, usually preceding the arrival of The Monster.
Juliet showed Ben a pile of various dead birds outside of the Hydra building that contains Room 23, beneath a boarded up window. Walt was inside Room 23 at that time. ("Room 23")
In the Lost (non-canon) novelization Endangered Species, Faith Harrington records seeing an extinct Paradise Parrot on the Island. It is later revealed in the book that there is a group of the birds.
Birds Identified by Bird Calls
In the background of almost every Lost episode, various bird calls can be heard, providing a challenge of aural identification not for the faint of heart. However, these calls may be dismissed as "background-jungle noise;" the sound engineers and Foley artists of the Lost production crew almost certainly do not receive species-specific guidance from the writers. The list below stems purely from viewer (well, listener) curiosity and investigation:
wikipedia:Peafowl (Peacocks/Peahens), specifically Common Peafowl (Pavo cristatus), are an introduced bird prevalent in Hawaii, where Lost is filmed.