Angry Bird Tutorial: Yellow Bird
The only thing I'd do different than what's shown in the video (when using air-dry clay) is to let the black topknot and tail dry for a day before attaching them to body (with glue). I'd form-fit the tail and topknot to the head, but remove & set aside to dry. I find it easier to handle the tiny items after they're cured and gluing gives a better bond than clay to clay.
Another thing you'll need to do is pre-tint the clay in the colors needed (unless you're using pre-colored clay) but, because we're working with air-dry clay, you won't need to bake it! ;-)