This is a Yellow-rumped Warbler (Audubon's).
Great job on your first bird photo! Bird photography is a fun and challenging endeavor with many factors to take into consideration. I could basically write a book on techniques for bird photography, but for simplistic purposes, I will keep this quick and easy. You will find out, as you go, what suits you best and as you get experience in the field and at home (searching forums for info.
) , everything will start coming together.
In a nutshell:
Always try and take photos at the most flattering position as possible in relation to your subject and try to avoid shooting through any impeding objects, including glass that isn't associated with your lens
( this is something that is extremely hard to accomplish in wildlife photography, but in general, try your best). You will get more keepers this way!
Along with attaining the best positioning as possible, try to get as close to the subject as you can. With a 250mm lens you will be lacking reach, but it is still possible to get great close up shots if you practice. I can't say this enough: study your subject and learn its behaviors. In doing this, you will better your chances for an incredible photo.
Now to discuss the camera settings. I could write a lot on this subject but in brief:
ISO: keep as low as possible! 100-500 range will generally give a high image quality (depending on other factors of course. Try to keep it below 1000; this will give you more keepers.
Shutter: If you are wanting a crisp/sharp image, the higher the better. As a general rule, keep your shutter to atleast the reciprocal of your focal length. For example, If your focal length is 250mm, keep your shutter at 1/250 or faster. This is a good rule, but don't let it fool you into thinking it will always give you a sharp photo, especially for smaller songbirds. Passerines (song birds) tend to flick and flit about so a faster shutter speed is necessary a lot of the time for a tack sharp image. I personally like to keep mine greater than 1/400th's.
Aperture: for a begginer, I would recommend using the "Tv" mode on your camera. This will allow you to set your shutter manually and let your camera compute the proper aperture. As you get the hang of it, you can start playing around with it. Basically adjusting the aperture will change the depth of field "DOF". The lower the number (e.g. 4-5.6), or, the "more wide open" your lens, the smaller the focusing area. In other words, if you want more of the frame to be in focus, "stop down", or increase the number for your aperture. Most people preferr a blurry background behind their subject, which can be attained by using a wide open aperture, or small number. Now since that is clear as MUDs, let's move on
.
Post processing: all I can say here is, practice practice practice. The more you read up on this, the better control you will have of your photos. This includes making your images sharper
. Honestly, it's more than just sliding the "sharpen" image bar to the right. Read up!
Obviously, this isn't a know all guide, but maybe it will start you in the right direction. I am typing on my iPhone, which is quite annoying, so I am going to stop here! 
Happy birding