Feathers and fur are made out of the same material, keratin. But feathers are better than fur because they not only keep birds warm and dry but allow birds to fly. They also allow them to attract mates in ways that fur doesn’t. Many male birds in particular take on a brilliantly colorful or extravagant breeding plumage during their mating season. Feathers also allow flocking birds to blend in with other members of their flock. This makes it hard for any predator to pick out one individual.
Another interesting thing about feathers is that most blue feathers aren’t blue because of pigment but because of the way the light strikes them.