All demon slayers were given crows after the final selection for communication but Zenitsu was given a sparrow which apparently can't even talk. Why is this so?
It could also be a symbolic thing where since when we meet zenitsu is during the finals,where he is clearly a lightweight coward, compared to all others, as well as a less serious demon slayer, he is given a smaller and lighter bird.
Also, since every other slayer in the scene is more composed and serious they were given more serious looking birds.
Another, could be him getting a sparrow as subtle foreshadowing. Because, we know that later he becomes as fast as lightning, the author gave zenitsu a bird that has to be faster in order to compete with the other strong birds, i.e. crows.
Finally, As demonstrated by tanjiro, the sparrow can talk, since he can understand the sparrow. The reason that we can't hear it is that for some reason zenitsu also can't understand the sparrow.