I generally don't reach for a shotgun mic when recording nature, preferring minimally directional mics instead (just like our ears), so as to try and capture exactly what I'm hearing as closely as possible. But I suppose if your goal was to isolate just a bird call, with a minimum of distracting nature, then a highly direction mic might help you. That said, nothing beats a good stereo recording of nature and a pair of headphones, where the brain serves as the isolating tool, filtering out the distant drone of traffic and the rustling of leaves beside and behind you, so that you can focus on the bird call coming from one direction alone. (Analogy: You know how you can (usually) understand the conversation of the person across from you in a very noisy bar/restaurant? Try plugging one ear. Now how well can you understand them? - Lip-reading not allowed!)
As for gear to go about doing it, my preferred setup includes:
1.) A low-noise, battery-powered audio recorder: I use a Zoom F3 Field Recorder. It's very small and light, provides +48V for condenser mics, and records 32-bit audio files, so there are absolutely no gain controls to set incorrectly. (ie. there is more dynamic range in a 32-bit file than any mic can produce, so hard-wiring the device gain at it's lowest-noise setting is ideal). As a bonus, if you plan on doing very long nature recordings, it can be additionally powered by a USB powerbank.
2.) The quietest, most neutral-sounding mics that I happened to already own. (I used to work as a sound engineer, so I had a few to choose from). In this case a pair of Lewitt lct 550's (I know large-diaphragm mics are not conventional for nature recordings, but they have zero self-noise, and I already owned them.)
3.) Some kind of stand/tripod/tree-attaching-device to hold the mics, and preferably the recorder off the ground, + a bar that allows you to hold, and position, the mics at a distance apart roughly equal to the width of a human head, or perhaps slightly more. This is especially important if you want it to sound natural on headphones.
4.) Find some piece of nature with a minimum of background traffic noise. You'd be surprised how difficult this is to find. Our brains filter it out most of the time, so you don't notice it's constant presence most of the time.