The answer depends a lot on where you live, of course. But several common species, such as Red-winged Blackbirds, Tree Swallows, and Killdeer, are among the first returning migrants across much of North America. You can also use data from eBird to find out when to expect birds to return to your location, and our BirdCast project for weekly forecasts during migration season predicting which species will be on the move.
Naturally, the timing of migration depends a lot on how far south or north you are—but February and early March usually bring the first returning birds. Some of the earliest spring migrants are Red-winged Blackbirds, Killdeer, American Robin (bear in mind that plenty of American Robins actually stick around all year long), Tree Swallow, and, in the East, Eastern Phoebe. Many species of blackbirds are also on the move in February, in addition to Red-winged Blackbirds, including Common Grackles and Rusty Blackbirds (in the East) and Brewer’s Blackbirds (in the West).
A great way to get a handle on when different species might be arriving in your area is by using the Bar Charts feature in eBird. By selecting your state and/or county, you can create a list of birds in your area that includes information about when they arrive and depart the region, as well as how often they are reported in any given week of the year. You can also use eBird’s new Locations feature to see the most recent reports for a given county or state.
Another way to keep up with migratory bird movement is by visiting BirdCast. The BirdCast team studies weather forecasts to make predictions about bird migration: when species will migrate, where they’ll be going, and how far they will be flying. During peak spring and fall migration times (March-May; Aug-Oct), BirdCast releases weekly migration forecasts. At other times of the year, you can find interesting analyses and discussions of weather patterns and bird movements. For example, they posted this informative blog post about some of the early spring migration patterns seen in late February 2014.