Unfeathered or barely feathered baby birds will need your help, as they cannot survive by their own. You need to act swiftly, as they will get cold very quickly. Put them into a secure, padded and well ventilated carrier or card board box.
Keep the bird warm and bring it as soon as possible to an experienced bird rescue. If you are sure that the bird is warm, healthy and uninjured, and that you can get him or her safely back into the nest where it came from, then you can try this first. Do not forget to watch the nest closely from a safe distance to make sure that the parents are still in attendance and continue to care for the rescued bird. If there is any doubt, do not waste time and contact your local rescue immediately to get advice how to proceed.
...put any food or water into the box. Please do not attempt to feed the bird, as birds cannot digest food when being cold. Hatchlings and nestlings are prone to aspirate and can easily suffocate. They will require a specialist diet to thrive, to be given after being sufficiently warmed up and rehydrated.