What can I feed a baby bird?

I found a baby bird on my back yard it has very little feathers so I'm guessing is just a few days old. I don't know what kind of bird it is but it's hungry when I get close to it it starts opening his beak waiting for me to feed him. What should I do?

Suggestion:

is it still in a nest? and can it fly yet? if it can fly, it can get its own food. if not, you can feed it small worms by hand. i have done this many times, and it is fun