If you check out the details of the Dunnock you’ll see it described as “A small brown and grey bird”. That’s because we’ve forgotten what the word dun means. The word has clearly fallen out of common usage, and despite pubs called The Dun Cow and streets named Dun Cow Street, very few people know what dun means.
Dun is a colour. Dun means brownish grey. The addition of -ock means small, as in Haddock.
Dunnock means “A small brown and grey thing.” The word itself tells you that.
Lovely, aren’t they?