Some breeds will fetch a thrown object, some won't, etc. Instinct and learning form a continuum. For instance, spiders will spin their own species' type of web even if they never interact with another spider. If a car backfires next to you, you will probably jump. However, if the car continues to backfire, you rapidly get bored with the whole thing.
Habituation is lost rapidly.
In a certain period of time, shortly after they hatch, such birds will follow any noisy moving object. In nature, this is usually their mother, and following her will tend to keep the chicks out of danger. One can imprint ducks or geese on humans, dogs, colored toys, etc. The most famous example is Pavlov's dogs. Normally, if a dog smells food, it will salivate.