Identification - Location
One of the most helpful tricks when identifying birds is to know where you saw the bird! Even though there are 10,000 different species of birds in the world, only about 100 are likely to show up in your yard -- but which 100? To answer that question, you need a checklist of the birds of your area.
It is easier to identify an unknown bird if you can narrow your choices.
I suppose that it is theoretically possible that any of the 10,000 species of birds of the world may be in your back yard right now! It is highly unlikely that one of them is an Emperor Penguin or a Kagu.
It is more likely that the bird is one that has already been seen in your area. You can start with a list of the birds of your state or province. Remember, these state/province checklists include some very rare birds that have been seen only once or twice in your area. But you have still managed to limit your choices to 400-600 species at most.
You can narrow your choices even further. Find a local checklist of birds in your area. Audubon Chapters or State Parks will often have checklists showing local seasonal abundance. These checklists may include 200-300 species. You may search for these by state or province here at WildBirds.com.
You started your search by considering all the birds of the world -- and already you narrowed your choices down to just 2-3% of the birds of the world!