The peacock? It's made out of magic itself. [ There's a pause as Strange mulls things over, trying to explain this. Normally, he just sums up his magic as 'I did the thing' but he's got a feeling it'll pay to be a little more through with Blue. ]

Birds, actual birds, are made up of flesh, bone, muscle, and so forth. The bird that I made looks like an actual bird, but it's made of magic. It only exists so long as I will it to exist and so long as I concentrate on it existing. The feather is simply the...anchor? The anchor that helps tie the magic to being a bird.

[ Hopefully that makes sense. Strange's worried little frown belies the fact that he's worried it might not make sense in the first place. ]