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The owls in the Harry Potter universe are really impressive. They are much much smarter than the real world carrier pigeons (RFC 1149). They are able to find a specific person and can collect money for newspaper delivery. They can also fly in daylight unlike real world owls.

Are they magical cousins of owls we know? Or, are they magic-fied normal owls?

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    Or maybe they're simple normal owls, and they all pretend to be stupid when around Muggles. – George T Oct 27 '14 at 15:57
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    Only to be noted, owls can fly during daylight although they are nocturnal, and there are some species that are diurnal. – PhoneixS Oct 27 '14 at 15:58
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    I find this question offensive. Just because "normal" owls don't deliver mail doesn't make them abnormal. It's a bad economy out there, and many find themselves unemployed and with no decent prospects. You need to check your privilege. – John O Oct 27 '14 at 15:59
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    +1 for RFC 1149. 10/10, would back. – asteri Oct 27 '14 at 19:47
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    TIL real owls are unable to fly in daylight. Er, wait, what? – Tim S. Oct 27 '14 at 23:24
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Owls aren’t magical creatures, but they may be “magic-sensitive”.

Owls wouldn’t be magical creatures - they’re not hidden from Muggles, whereas all magical creatures (even less obviously magical ones like Kneazles which are basically very smart odd-looking cats, Plimpies which are unusual fish, and the Flobberworm, whose only remotely magical attribute that’s mentioned is that its mucus can thicken potions) are hidden. We know owls aren’t hidden from Muggles, because the Muggles notice when owls begin flying in the daytime, and they know enough about owls to know the difference between usual and unusual owl behavior.

“When Dudley had been put to bed, he went into the living-room in time to catch the last report on the evening news:

‘And finally, bird-watchers everywhere have reported that the nation’s owls have been behaving very unusually today. Although owls normally hunt at night and are hardly ever seen in daylight, there have been hundreds of sightings of these birds flying in every direction since sunrise. Experts are unable to explain why the owls have suddenly changed their sleeping pattern.’ The news reader allowed himself a grin.”
- Harry Potter and the Philosopher's Stone, Chapter 1 (The Boy who Lived)

Having magical creatures noticed by Muggles is a violation of the Statute of Secrecy, and would result in punishment for the governing body that allows such a thing to happen under their watch.

“In 1750, Clause 73 was inserted in the International Code of Wizarding Secrecy, to which wizard ministries worldwide conform today:

Each wizarding governing body will be responsible for the concealment, care, and control of all magical beasts, beings, and spirits dwelling within its territory’s borders. Should any such creature cause harm to, or draw the notice of, the Muggle community, that nation’s wizarding governing body will be subject to discipline by the International Confederation of Wizards.”
- Fantastic Beasts and Where to Find Them

Muggles are allowed to notice owls, meaning they’re not magical creatures. However, the J.K. Rowling writing on Pottermore about owls says it’s possible that owls have an innate bent for magic. The delivery owls are indeed “normal” owls, not a special magical subset.

Whether because they possess an innate bent for magic (just as pigs are reputed to be innately non-magical), or because generations of their ancestors have been domesticated and trained by wizards and they have inherited the traits that make this easy, owls learn very quickly, and seem to thrive on their task of tracing and tracking the witch or wizard for whom their letters are intended.
- Owls (Pottermore)

Owls are trained to deliver letters, but the wizards who train them don’t fully understand their tracking abilities or how exactly they find the intended recipient.

The mystical association between the name and the human who bears it has long been understood by witches and wizards of all cultures. While the process remains mysterious even to those who train up owlets to become wizarding pets or postal owls, the birds appear to be able to make such a connection between the name and its possessor that enables them to trace the witch or wizard concerned wherever he or she may be. An owl does not need to know an address, although witches and wizards generally add the place to the envelope on the off-chance that the owl is intercepted and the letter falls into other hands.
- Owls (Pottermore)

In addition, almost all owls are owned by either an individual or the Owl Postal Service.

So numerous are the owls employed by wizards worldwide that it is generally safe to assume that virtually all of them are either the property of the Owl Postal Service of their country, or of an individual witch or wizard.
- Owls (Pottermore)

Therefore, the owls that Muggles see are very likely to be the same ones delivering wizards’ mail.

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Their Pottermore entry says they are magical:

Owls are magical creatures most often used for delivering post and parcels in the wizarding world. They are known for their speed and discretion and can find recipients without an address. First-year students are allowed to bring them to school as pets. (Discovered in Book 1, Chapter 1, The Boy Who Lived)

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    And I absolutely HAVE to share this gem from Wikia: During the production of the film adaptation of Harry Potter and the Philosopher's Stone, an attempt was made to train bats to carry letters, but this was abandoned because bats urinate during flight. – DVK-on-Ahch-To Oct 27 '14 at 16:02
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    lol great point, does it specify if all owls are inherently magical, or are there non magical ones as well, since we see rats and cats come in magic and non magic varieties. – Himarm Oct 27 '14 at 17:04
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    @abbyhairboat in the pet shop in book 3, while ron is buying rat tonic, the lady tells him ordinanry rats like scabbers are only ment to life x years so he should buy a new magical rat because they live longer, they are then shown doing back flips while ron mutters something about show offs, at the same time crookshanks attacks scabbers for the first time, then hermione buys him. – Himarm Oct 27 '14 at 18:05
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    @Richard - most likely, bred, otherwise a special shop would not be needed to sell them as anyone could magick themselves a new magical owl. But canon doesn't address that AFAIK – DVK-on-Ahch-To Oct 27 '14 at 18:26
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    @DVK: Just like nobody buys magical broomsticks and instead simply magicks themselves a new magical broomstick? – Mooing Duck Oct 27 '14 at 23:34
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I have a theory.

Notice how for example snakes in the Harry Potter universe seem to have abnormal intelligence. The boa constructor that escapes from the zoo in the first book holds a conversation in parseltongue with Harry. Would you say a snake is an extraordinarily intelligent creature in real life?

It's also true that certain wizards have an affinity with animals. Tom riddle was quoted saying

"I can make things move without touching them. I can make animals do what I want without training them. I can make bad things happen to people who are mean to me. I can make them hurt if I want to...I can speak to snakes too. They find me, they whisper to me".

I find it odd that he did not specify snakes when he was talking about controlling animals. It could be argued that he was trying to impress Dumbledore, but I think it is more than that. If it is possible to communicate with snakes, which is the animal of the Slytherin house, would it not be interesting if it were possible to do the same with all animals, including the badger, the lion, and the eagle?

Whether communication is possible or not is uncertain, but I think it would be strange if magical ability did not leave some impression on non-human creatures. Maybe it is a magical ability that some wizards and witches excel at more than others, which would explain why some enjoy Care of Magical Creatures more than others. It's not just magical creatures they care about; it's all creatures.

As for Owls, I think it is just a product of wizards being able to influence and understand connections with animals in a way that muggles cannot. Sure, we can train birds to do errands for us, but would we not be more effective if we had magical ability to help us in the process? The fact that Owls are also magical would certainly compound with it and even strengthen that connection.

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