Different sounds, different meanings
If you listen to a bird at different times of day and throughout the year, you may be surprised by the variety of sounds you can hear. For example, a male American Robin sings cheerily, cheer up, cheer up, cheerily, cheer up to defend territories and attract mates. He sings a whisper song, hisselly-hisselly, during flights and courtship, and the female sings a soft chirp note to attract his attention. The parents utter spirited chuck calls when alarmed by predators. Both sexes communicate in flocks during winter with a series of chee notes. Robins also make a high-pitched thin, whining whistle reminiscent of Cedar Waxwings. The call probably helps mates stay in contact with one another or with their young.
Listen to a recording of a robin's song, followed by alarm calls.
For more information about the function and variety of bird sounds, visit the section Why Birds Sing.
To learn more about bird songs, you can practice your 'deep listening' skills. Spring is a good time to start, and early in the morning is the best time of day (maybe an hour before sunrise to really enjoy the dawn chorus). Focus on a single bird and listen to his songs. Notice the various phrases, the tone and rhythm. What are the changes from one song to the next and which phrases are repeated? As you become familiar with a particular bird or species, you'll be able to hear and recognize changes over time and start to recognize the meanings behind the sounds you hear.
A great resource for learning more about birds songs is the Cornell Lab of Ornithology's audio field guide series, written by Donald Kroodsma. The books have an integrated player that allows the user to hear the song of each species. Each species description includes interesting information on the songs and calls of that bird.