In the cutscene that begins the battle against The End, his parrot flies away. Search the area using the Thermal Goggles and you will eventualy find a bird sitting in a tree or on a stump behind you. This is also a sign that The End is nearby. You can either kill the bird, which will trigger The End cursing your name and swearing revenge, or capture it. Either way the parrot still appears in the cutscene where The End dies. If you captured the bird, contact Para-Medic to have a conversation about the bird. It offers very little stamina but tastes good. If you killed or captured the bird, it also appears as a ghost during the battle against The Sorrow.