Reload. There is a nicer bird, a melodic one, it means you are travelling well. You will also hear the scolding sparrow, the snide crow and the dogs of war which all mean you are romping around like a fool, with your Settlers running amok and your Warriors stumbling about ineptly.
Sometimes it can pay off to send a Settler on a long unescorted walk early on in the game. You might have just won the Settler and want to keep your Scout questing for new bounty. Sometimes you can land a city tidily, just where you want it, perfect settling pattern. Sometimes your Settler steps forward to stand face to face with a bear; doomed. The bird mocks. Reloading a saved game will silence the critique. One of the divine luxuries of single player Civilisation.
Of course this game is addictive. Sometimes you can step outside after an epic of global micro-management and the birds outside will haunt you with a spookily familiar diatribe about your performance. Magpies can call melodic encouragement, the sparrows, crows and dogs each adding their warning colours to the soundscape. But for this game there is no reload, and so we must face our bears.