If you're looking for Mockingjay the third book in the series go here.
During the Dark Days the Capitol created the Jabberjay, which was a bird muttation that would repeat what it heard. They were used to spy on the rebels. However the rebels figured out what was happening and began lying, so the Capitol was fed wrong information and looked bad. Angrily the Capitol gave up on the jabberjays, and left their nests around Panem. The male jabberjays began to mate with female mockingbird, and they gave birth to mockingjays. They are named such as a reminder of the embarrassment the Capitol faced.
Mockingjays have the ability to record songs and notes that people sing and repeat them back via whistling. During the 74th Hunger Games Rue tells Katniss Everdeen the story of how she would sing to mockingjays as a way to give signals to her fellow workers in District 11 that the end of the work day had arrived. Rue taught Katniss the harmony and said she would use it to show that she was safe. The mockingjays in the arena would repeat it until it got to Katniss. Mockingjays also sang Rue's Song once Katniss was done.
The mockingjay serves as the symbol of the rebellion. Rebels use the mockingjay to alert each other whose side they are on. Katniss doesn't know this at first, but when she arrives at the dance in the president's mansion before the Quarter Quell, Plutarch Heavensbee, the new gamemaker, shows her his watch, which flashes a mockingjay on it. Katniss also notices that other citizens of the Capitol wear the mockingjay on their clothing. At first she thinks it is simply a new fashion trend - but when she comes across Bonnie and Twill in the woods, and Twill presents with a mockingjay baked into bread - Katniss learns that whoever shows her the mockingjay is on her side and supports the rebellion.
In the third book, Mockingjay, Katniss must act as a literal mockingjay by dressing in costume and serving as the driving force and face of the rebellion. Anybody involved with the rebellion against the Capitol looks up to Katniss and is given hope in that she is representing them in their pursuit.
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