The Golden Bird is obviously the bird captured by the prince (see the wiki link on "The Golden Bird" at the beginning). What the Grimm brothers missed out on though was that after the Golden Bird the Golden Cat came first, before the Golden Horse. So, when the Golden Bird explains to the prince that to get the Golden Cat the Golden Bird has to fly to the other side of the 6 miles wide ocean without resting, the fox advises the prince to use the wooden boat in the castle and peddle it at a speed of at least 6mph whilst the bird peacefully will fly inside its cage1. Sadly the prince fails, as he ignores the foxes advice and instead uses the Golden Boat, which is far too heavy to peddle that fast, but that's not important now.
1 Of course the cage is covered by a piece of cloth, otherwise air resistance would make this impossible.
And just for the record and for fun: The answer I originally wanted to give was the following:
The Golden Bird is obviously from a fairy tale (before I realized that it really was from a fairy tale). And as commonly known fairy tales do not happen on this earth, so they must have happened on another earth. And as commonly known other earths are not necessarily round, nor does gravity necessarily behave in the same way, so in this particular case the bird simply flew over the mini ocean that was located in a deep hole.
