The preen gland is at the base of the tail feathers, about where the rump patch is on a Yellow-rumped Warbler. Most birds have an apterium, a patch of skin where no feathers grow, on their chest. The feathers growing on either side of this apterium have to be carefully maintained to cover it or they will lose a lot of heat and look very messy. The bare skin may also be a popular gather spot for some parasites, I’m not sure. And when your bill is cold the apterium probably is an easy place to warm it up. That said, after decades of watching birds, I’m not convinced that a bird spends more time with its bill in its chest feathers than in its shoulder feathers or other convenient locations.
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