The blue jay is a bird that appears around the Madsen household.
A blue jay also appears in Life is Strange: Before the Storm.
Episode One - "Chrysalis"
The bird tries to fly into Joyce and David's bedroom through a window and hits a closed window pane where it dies. Max Caulfield can rewind to save it by opening the window where the bird will fly inside and perch on top of a wardrobe.
Episode Three - "Chaos Theory"
The bird is seen on a perch in the bathroom. Max can look at the bird.
Episode Four - "Dark Room"
When Max comes back to the original timeline, she will be given the option to leave Chloe's bedroom and head back to the garage. Instead, stay on the upper level and open the window. Go to the bathroom and scare the bird atop the shower. It will fly into the hallway and onto a bookshelf. Scare the bird one more time and it will fly out the window.
Before the Storm
- Evident from Max's comment in episode 3 while at Chloe's house: "Oh, look at the poor bird... He seems kind of freaked out...".