It is important that birds keep their feathers clean dry and flexible; it helps them to stay healthy. The term used for cleaning feathers is called preening. Most of the birds will clean themselves several times a day.
There are many birds that have special oil that comes from a gland near the base of their tails. They will use that oil to help clean their feathers, and some birds will use their oil to weatherproof their feathers.
The bird below is a American Robin cleaning its feathers.