Hearing birds is half the fun. Their music is beautiful, and fully as identifiable as the birds' appearance. Furthermore, you can see more birds with your ears than you'll ever see with your eyes, because you can hear in the dark. You can hear through thick foliage. You can hear what's happening when your back is turned.
Here are some wonderful collection of bird songs (and some other natural sounds) that will help you appreciate and recognize the music all around.
For books with included CDs. See Bird Song Books with CDs.