A couple more explanations:
"Various authors over the centuries, including Shakespeare, have made reference to birds, feathered or otherwise, giving messages. The first that comes close to our current version of this phrase is Frederick Marryat, in Peter Simple, 1833:
"A little bird has whispered a secret to me."
http://www.phrases.org.uk/meanings/a-little-bird-told-me.html
"A third explanation is simply an allusion to carrier pigeons or other such messenger birds."
http://en.wiktionary.org/wiki/a_little_bird_told_me
"2. Arabic version - A rare bird, the Hoopoe, was missing. Another bird was sent to find it and bring it back to Solomon. On return, the Hoopoe said that it had been with the Queen of Sheba and that she was planning to visit. Same theme, but only one journey.
3. The phrase could have come from Pope Gregory's alleged dictation of the chant melodies from a dove that landed on his shoulder."
http://www.eduqna.com/Words-Wordplay/1055-1-Words-Wordplay-7.html