Included are two different styles of bird nests. Both are created using the same particle system, so creating new nest shapes is simply a matter of adding the included particle system (and the particle object) to your own mesh.
From what I can tell (using Search), this blend is the first of its kind on BlendSwap! :)
Nice nest! But it would be better if you increase the thickness a bit of the strand and decrease the number of hair, nice work again.