First time out- new to me 40D
Nice shots on your first outing. King Fishers usually don't like to let you get to close to them but they do like to do quick fly bys just to tease photographers. I don't shoot Canon but I've found that when shooting shooting long necked, small headed birds you have to be careful with your AF settings. A lot of times their heads are big enough (or your not close enought) to cover an entire focus point. With busy, contasty back grounds you camera sometimes likes to switch focus to the backgrounds. Experiment with your AF settings and it may help.