@jon I have experienced this and it's quite a thrill to know a tiny creature trusts enough to allow a human to hold it in the palm of our hand.
it was after my children decided we needed to rescue a baby bird after it's nest was destroyed. I didn't think it would survive because it didn't have feathers yet, but I called a wildlife centre and they gave awesome advice.
My children took turns caring for the bird, waking to feed it every few hours during the night.
After it learned to fly we released it and it returned every day to our 2nd floor porch . (We could identify it by the crooked leg that had been broken by the fall from the tree)