Penguins have two thick layers of feathers to keep them warm. They have an outer layer of thick, overlapping feathers that have a waxy oil that makes them waterproof when they are in the water. Under this layer is a thick fluffy layer of down that mixes with air to keep body heat in and cold air out. Penguins also have a thick layer of blubber that gives them warmth and insulation. The penguins feathers cover their plump bodies making its look like a thick fur coat.
Most flying birds have thinner layers of short feathers.