I have folded many of these over the years and somehow I can't forget how to fold them. I can't accurately describe every step to infinite detail so there are many "as shown"s in this Instructable. To make this heron/crane/stork, you will need:
Fingers (Preferably 2 hands' worth)
Paper (Preferably square, or can be cut to be square)
Patience for the first one, after that it gets easy.
(*Sorry for the bad .GIF image, It's the best I could do with the heron needing 2 hands)
Step 1: Shaping paper and Preliminary creases
Let's face it, nobody wants to go buy square paper so that they can fold stuff from it, so to make rectangular paper square, just fold one corner over the page at a 45* angle so that one adjacent side is constantly in contact with the other side. Mark a line with a pen or pencil and then cut along it. Unfold and you have a square sheet of paper.
To make the preliminary folds, crease the other diagonal in the same way as you made the first crease. Turn the square over and crease centre lines by folding the paper in half both ways. unfold again.