The shot is not too bad, but as its shot into the sky, you are going to end up with an underexposed subject unless you use exposure compensation when shooting. You would use a +2/3 compensation for example.
Ive uploaded a brightened mod, which is cropped to place the bird on a third.
The camera settings, - this is where you need to try something different.
If you look at the settings, you used shutter priority, and set it to 1/125, and used ISO 200. You havent mentioned the focal length, but I will assume its 300mm.
So, firstly, what the camera has done is select f/20, which is a very small aperture "hole" in the lens, as there was so much light. This is directly related to your selection of a shutter speed of 1/125, and ISO 200.
What the ISO setting does, - the higher the number, the more sensitive the sensor is to light, so the less light is needed for an exposure. As an example, if you had selected ISO 100, the camera would have selected a wider aperture, probably f/11. This would have resulted in a sharper image, as once you get smaller than f/11, you tend to lose sharpness.
But back to the choice of shutter prioruty and the actual speed. Shutter priority, and ISO 200 are good settings when shooting objects in motion, like birds. This is to ensure your shutter speed is fast enough to allow you to hand hold the camera, and freeze small movements. BUT to do this, theres a rule you need to be aware of, - and thats the MINIMUM shutter speed you need to select. This is determined by you focal length, and the longer the focal length, the faster the shutter speed. So at 70mm you can use a slower speed than 300mm. But since you are using a zoom, its a good idea to set the shutter speed for the longest zoom, 300mm.
You are using a 450D which has whats called a "crop factor", which has the effect to multiplying the focal length by 1.6. So your 300mm lens becomes in fact a 300X1.6 = 480mm lens. Therefore the MINIMUM speed you need to set is 1/480, - which is actually 1/500, which is the next higher speed available to you on the camera.
So to recap, - if using shutter priority (Tv on Canon) set it to 1/500.
Then you can also use exposure compensation, and as suggested above, when shooting into the sky to capture a relatively dark bird, use a positive exposure compensation. What this will do is make the camera select a larger aperture to a allow more light than it would do if left to make its own decision.
For general shooting, most would use Av and set the aperture to f/5.6, unless shooting landscapes, where the higher aperture numbers, - which are smaller openings, are used.
I hope you find this helpful as you get to grips with photography. Once you grasp this concept, you will make great improvements in your work.