I'm the part of the bird that's not in the sky. I can swim in the ocean and yet remain dry. What am I?

Answer: A shadow.

Explanation:

A part of the bird that isn't in the sky is it's shadow as it's cast down during its flight. So if a bird were flying over an ocean, where would it's shadow be? It would be reflected on the ocean. Technically, it's shadow does "swim" over the ocean, and it remains dry.

A shadow because there no bird that you can see