On those infrequent occasions that a baby has fallen from the nest and needs help, it will not have adult feathers. It may or may not be covered with downy feathers, and it will be obvious that this bird should not have left the nest. There are lots of mammals that have been born early in the spring, and by late May a few have started venturing from the den, or nest, although you are not likely to see many of them. As with birds, a wild mammal's most dangerous predator is man. Knowing whether a baby mammal is orphaned is always extremely difficult because there are so many species with different behaviors and because the parents are so elusive.
Mammals leave the nest at different times of the year, too.
Squirrels, for example, have been around since March, but chipmunks are unlikely to show their little faces until July. Many animals also have second litters in the late summer and early fall. There are some things that you can look for and some things that you can do, all of which will depend upon common sense and thoughtful guesswork. First, you need to make some sort of assessment as to whether or not the baby is old enough to have left the nest. If the eyes are still closed, for example, then the baby should not be out and about.