A Leg Up
It's not uncommon to see birds of all shapes and sizes with what appears to be only one leg. While in some cases the bird may have actually lost a leg, the situation is usually much more benign: the bird has tucked one of its legs up into its body.
Why do they do this? Perhaps to get a leg up on the competition (ba dum — I'll be here all week folks).
In cold weather, I could see how it would help keep the leg warm, but birds do it all the time in all kinds of weather. Whatever the reason, it's an impressive feat (err, foot).