This proverb means that every person (bird) likes their home (nest). Humans are creatures of habit and prefer to be where they are comfortable and safe. This is often their home, a place that they have created for themselves. A nest can also mean their "comfort zone", meaning an area in any subject where we prefer to stay within to not feel less knowledgeable or uncomfortable.
every bird is in its own comfort place and they wouldnt like to "change" i think