The better kept its feathers, the warmer the bird. For humans, a raincoat or a down parka can be invaluable when venturing out into the environment.
Feathers have incredible insulating quality.
If you've ever watched a group of, say, gulls in the rain and wind they will stand into the wind so their feathers are blowing with the direction of their body. Hygiene is critical to the effectiveness of this built-in insulation. Feather structure has a lot to do with dryness. Most birds have an oil gland at the base of their tails. Sundove says this gland secretes a fine oil that the birds use to keep their feathers in shape through preening.