Looking up the Bluebird of Happiness on the Wikipedia:
"A mythological Korean bluebird has similar symbolic meanings. Yet the bird also operates as a kind of metaphysical operative for the gods by flitting around and spying on the activities of mortals. This is reflected in the English colloquialism "A little bird told me.""
And so I looked up that phrase, and many believe it has Biblical origins:
Do not revile the king even in your thoughts,
or curse the rich in your bedroom,
because a bird of the air may carry your words,
and a bird on the wing may report what you say.
Phrase Origins are fun!