They have a natural desire to hunt. They want to show you that they are great hunters and can bring home prized catches. It is quite proud of its find and thinks its doing something great by bringing you a gift. When your cat tries to kill birds, it may present somewhat of a problem. Birds may not be healthy.
Some birds possess certain diseases that can be deadly for cats.
The best way to keep your cats from hunting is not to scold or hit your pet, but to keep them from being able to hunt. The final major instinct a cat has is one of being territorial. Your cat probably has found a favorite spot to sit in the house and has laid its claim to that spot. That spot has become its territory and it sees that spot as its own, even though it may walk around the entire home. Outdoor cats will claim your entire property as its own.