The last days of January are known as “days of the blackbird” in Italy, denoting the coldest days of the year. In some cities, it’s called i tre giorni della merla, or the three days of the blackbird. There are numerous versions of the legend behind it, and here are just two:
Long, long ago in Milan there was a very hard winter and snow covered the whole city. Under the eaves of a building there was a nest of a family of blackbirds (le merle), which at that time had feathers white as snow. Besides the parents, there were three baby birds. The little family suffered from the cold and struggled to find anything to eat, and even the few crumbs they found were immediately covered with snow.
After a time, the father decided they should move the nest closer to the chimney, so he could look for food farther away from the nest, where there was no snow. The mother and the little birds stayed in the nest all day to stay warm, but soon were covered with the smoke from the chimney.
After three days, the father returned to the nest, and was almost unable to recognize his family, as the black smoke from the chimney had changed all their feathers from white to black.
Fortunately, from that day on, the winter became less rigid and the blackbirds were able to find enough food to get to the spring.
From that day, however, all blackbirds are born with black feathers and the last three days of January are known as the three days of the blackbird.
There is an Italian legend that says the last three days of January (29, 30, 31) are the coldest days of winter, thanks to the actions of a female bird.
The story goes that a bird with white feathers had a feud with January, since the weather was so cold, and it was hard for the bird to find food in the snow. However, the wily bird stockpiled food in December, and then didn’t have to venture forth during January.
As it happens, in those days, January only had 28 days. The bird thought she had outwitted January by storing food away, and bragged about it.
January was not amused by this, and asked to borrow 3 days from February. Then, to spite the bird, January made these extra 3 days in his month the coldest, most brutal days of the month.
The poor bird took refuge in a chimney for 3 days, and when she emerged on February 1st, her beautiful white feathers had become black, which they remain to this day. -- source