that the bird got misdirected and couldn't get back out of the house. you'd probably have a mess to clean up and a bird to catch. if you have heard any "old wives' tales" leave them to the old wives, they are good for a laugh but don't mean anything.
It means that The Bogey Man and his half-crazed followers have taken up weapons, including executioner-type axes, and are on their way to YOUR house right now with the intention of staying as obnoxious house guests for six months. Not all are toilet trained. All are hungry. All stink.