Whata nice bird it is! The underlined word is a/an -

এখানে a nice bird – noun phrase কে modify করার কারণে what – adjective হয়েছে।
সাধারণত what – Noun/Noun Phrase কে Modify করে। যেমন- What time is it? What depth is the well? What a nice bird it is! etc.
আর how – Adjective/ Adverb কে Modify করে। যেমন- How nice the bird is! How nice a bird it is! How deep is the well? How far is Dhaka away from Sylhet? etc.