It helps when posting for critique to list the mode you used, settings (eg aperture, shutter speed ISO) and any other details about the shot (eg using tripod, focusing mode etc...). This helps when people give feedback as they've an idea what you've done to get the photo - check the how to get critique link in my signature below my post for more details and ideas.
So with this shot its easy to see what's happened and its to do with how the camera meters a scene. Basically when a camera meters a scene and selects settings/provides the meter reading for the user to use it aims for a "50% grey" exposure*. So when you point it at the sky (a big bright light source) you get a grey photo instead of whiter one. You'd get the same effect if you pointed the camera at a scene full of snow or bright sea or even white paper. Even in good lighting the camera is going to underexpose the shot.
There are several solutions to this for a bird in flight'
1) Change the metering mode to "spot metering". In this mode the camera uses only a tiny area in the middle (often under the active AF sensor) to meter the scene. So if the bird were in the middle it would read the light from the bird only; ignoring all the rest.
Now this might sound like the ideal solution, but spot metering is actually pretty tricky to use because the area is so small. Even a few white feathers on the birds belly could be caught and it would meter off them; so it would again underexpose; or if it caught black feathers it might swing the other way and seriously overexpose the photo. So spot metering can work, but its tricky and can very easily backfire, especially with a living moving subject.
2) Exposure Compensation. If you are using modes like aperture priority then you've got exposure compensation. This is not in addition to the three settings that establish your photographic exposure (aperture, shutterspeed and ISO); but instead tells the camera to bias the setting(s) it controls to over or underexpose based on the meter reading. So for a bird in flight you might tell it to over-expose by one or two stops to counter its underexposure value.
Sometimes this can take a bit of experience and trial and error to get a feel for how your camera biases its exposure reading in different lighting conditions; especially if you don't have time for a test shot before the bird is there in the sky.
Note that what can make this a lot easier is if you enable the histogram view in the photo review on the back of the camera. This lets you read the light in a shot taken, the lines on the histogram showing 1 stop increments. The bars then show the volume of light in each value over the whole shot, with the far left of the histogram being full underexposure (black) and the far right being full overexposure (white). So with that you could judge how much the shot is underexposing and then how much you need to bias in the exposure compensation.
3) If you are using manual mode its a simple case of learning to over or under exposure the needle point on the meter reading by balancing the settings you've got control over in the moment.
Remember a bird against the sky is naturally going to be back-lit (the sky and light are behind the bird) unless the sun is lower in the sky and behind you (thus lighting the subject up some). So even if you can fix the underexposure from the sky you might still find the subject quite dark. You can bump the brightness in editing (which can cause some noise to appear). You can also use flash to give a bit of fill lighting, although with the long distances often experienced with birds in flight you might need to make use of a better-beamer if you've a speedlite flash. Better Beamers essentially help focus flash light into a tighter beam so that it disperses slower and thus more light reaches the subject - though if you use one be mindful of the sun as light can be reflected from a Better Beamer onto the flash and it will melt the plastic.
*50% grey is what its called casually, the actual value varies between camera brands and even between different models. The specific value isn't what's important so much as the general trend that the camera uses (for most typical users, there are reasons to know the specifics in certain conditions)