I see and hear this over and over again, and I have not the slightest idea where it comes from.
From The Phrase Finder
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."
Peter Simple is an 1834 novel written by Frederick Marryat about a young British midshipman during the Napoleonic wars. It was originally published in serialized form in 1833
Phrase Finder says that the root source of this expression probably is biblical, from Ecclesiastes; see Barrie England's answer, above.
(The phrase "feathered or otherwise" seems odd. I thought all birds, by definition, had feathers.)
The first thing that came to my mind were Odin's ravens, Thought and Memory who "brought information to Odin".
On Wiktionary, they make reference to the same Bible phrase AND a connection to Norse mythology.
Reference works discussing 'a little bird told me'
There is a considerable time difference between the earliest occurrence in English of a bird confiding information to a person and the earliest occurrence of the exact phrase "a little bird told me." Following are the entries for the phrase in several reference works that address the issue of its origin.
From Christine Ammer, The American Heritage Dictionary of Idioms, second edition (2013):
little bird told me, a A source one cannot or will not identify gave this information, as in How did you learn that they were getting a divorce?—Oh, a little bird told me. Versions of this idiom date from ancient times and appear in numerous proverb collections.
From Darryl Lyman, Dictionary of Animal Words and Phrases (1994):
a little bird told me In the ancient world, birds were revered for their powers of flight and vision. Many Greek and Roman soothsayers claimed birds as their sources of information. And in the Bible (Ecclesiastes 10:20) there is the following passage: "...a bird of the air shall carry the voice, and that which hath wings shall tell the matter." The idea of a bird carrying messages was picked up in later years, so that today when a person wants to keep a secret, or to claim intuition as, a source of information he says a little bird told me.
From Gregory Titelman, Random House Dictionary of America's Popular Proverbs and Sayings, second edition (2000):
A little bird told (whispered to) me. I won't name the source of my information. Usually used as an evasive answer to the question of how one learned something secret. The idea is of Biblical origin. The earliest form of the saying was included in John Heywood's collection of proverbs (1546). In 1583, Brian Melbancke wrote in Philotimus: "I had a little bird, that brought me newes of it." In 1711, in "Letter to Stella," Jonathan Swift came close to the current version: "I heard a little bird say so."
Curse not the king, no not in thy thought; and curse not the rich in thy bedchamber: for a bird of the air shall carry the voice, and that which hath wings shall tell the matter. Ecclesiastes, 10:20, Authorized Version, 1611.
From Robert Hendrickson, The Facts on File Encyclopedia of Word and Phase Origins, fourth edition (2008):
a little bird told me. One scholar suggests that this familiar expression may have originated with the similar-sounding Dutch expression Er lif t'el baerd, which means "I should betray another." More likely the idea behind the phrase is in the noiseless flight of a bird, reinforced by a biblical passage from Eccles. 10:20: "Curse not the kind [sic], no not in thy thought, ... for a bird of the air shall carry the voice, and that which hath wings shall tell the matter." Used by Shakespeare and Swift, the expression dates back to at least the 16th century.
Precursors of the expression in the wild
Here is the instance from John Heywood, Proverbes (1546), cited in Titelman's entry for the phrase:
But as yee say ; where fyre is, smoke will appeere. / And so hath it done, for I did lately heere, / How fleck and his make use their secret haunting, / By one byrd, that in myne eare was late chaunting.
And here in fuller context is the instance from Brian Melbancke, Philotimus: The Warre Betwixt Nature and Fortune (1583), also cited by Titelman:
But seth I meane to bee angry with you, I will shewe yow the cause of all my garboile. Your late compacted iourney, was not so smothered in hugger mugger, but that I had a litle bird, that brought me newes of it: & when I heard it, I was aggreued, as sicke as a chick, but much more was I angry, when being in your mouth, (as Plotina said) you spit me out like a sluttish morsel and being your next neighbour, and of a little acquaintaunce, you woulde not remember all this vacant time, to let me haue notice of your intent, but left me desolate, taking your flight sodeinly, & now when I haue you, you are gone againe by this time:
I'm not sure what wording in Shakespeare's plays Hendrickson has in mind in his entry for "a little bird told me," but one candidate is line from Henry the Fourth, Part 2 (by 1599):
Prince John. I will lay odds,—that, ere this year expire, / We bear our civil swords, and native fire, / As far as France: I heard a bird so sing, / Whose musick, to my thinking, pleas'd the king. Come, will you hence?
George Steevens, an eighteenth-century Shakespearean commentator, offers the following note about this line:
——I heard a bird so sing,] This phrase, which I suppose to be proverbial, occurs in the ancient ballad of The Rising in the North:
"I heare a bird sing in mine eare. / That I must either fight or flee."
The ballad "The Rising in the North" describes the northern insurrection of 1569, so it is "ancient" only in the sense that anything from the sixteenth century is. Here is the quatrain in which the lines quoted by Steevens appear:
Earle Percy is into his garden gone, / And after him walkes his faire ladìe; / "I heard a bird sing in mine eare, / That I must either fight, or flee."
Earle Percy is using a form of "a little bird told me" to explain to his wife, Lady Anne, why he is choosing this moment to take up arms against Queen Elizabeth.
Early matches for the expression in the wild
With regard to the specific phrase "a little bird told me," the earliest (almost) exact match that a Google Books search turns up is from William Shenstone, "Of Books and Writers," in The Works in Verse and Prose, of William Shenstone, Esq; Most of Which Were Never Before Printed (1764):
"A bird in the air shall carry the tale, and that which hath wings shall tell the matter." Such is also the present phrase—"A little bird told it me,"—says nurse———
Shenstone died in February 1763, so the "present phrase" was in use at least that early. Following are some other eighteenth-century instances of the phrase.
Sophia Lee, The Chapter of Accidents: A Comedy, in Five Acts, fourth edition (1780/1782):
Grey [an infirm Clergyman]. For years did she increase in goodness as in beauty; the charm of ev'ry young heart, and the sole comfort of those old ones, to whom heav'n and man seem'd to have consign'd her for ever.
Governor Harcourt. Well, well; I had a little bird told me all this----
From a speech by Edmund Burke, in The Parliamentary Register; Or, History of the Proceedings and Debates of the House of Commons ... During the Sixth Session of the Sixteenth Parliament of Great Britain (1789):
Whether the putting off the business in the House of Lords the preceding day, had been owing to a difference among Ministers, he [Burke] knew not; but there was a little bird, a small robin red-breast, which sung that something like it had happened ; and when he talked of a little bird, he borrowed the idea from the right honourable gentleman's father, who had said, a little bird told him that the Lords of the Bedchamber were at a certain time, supposed to exercise their influence in a manner not absolutely proper. The same bird, Mr. Burke remarked, had whispered to him that three was a reason for not proceeding as had been intended, and for suddenly shifting the business upon their shoulders.
Precursors of little birds revealing secret information to others go back in the print record at least Ecclesiastes. John Heywood records a somewhat similar expression in his Proverbes (1546). The earliest near-exact match for "a little bird told me" that a Google Books search returns is from a fragment written by William Shenstone no later than 1763 and published in 1764, and the earliest exact match for "a little bird told me" appears in The Chapter of Accidents, a play by Sophia Lee that was first published in 1780.