From the Super Mario Wiki
Peepers are bird enemies that appear in Yoshi's Story. They are mostly found at the highest parts of levels. They first appear in 3-2, The Tall Tower, where they tried to stop Yoshi from reaching Inviso.
If a Yoshi eats one, it will give him an egg instead of healing him. When a Peeper is shot down, a puff of smoke will appear, and the Peeper will lose its feathers and fall away. If Yoshi eats a Peeper when they lose their feathers, it will completely heal him.