In the Talons of the Big Bird
From the Super Mario Wiki
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Klepto the condor is always circling the course, though in the first mission, he is carrying a Power Star. In order to obtain the Power Star, the player needs to stand on top of one of the pillars in the course and wait for Klepto to fly over it. Once he's in position, the player needs to jump at Klepto, which will make him drop the star and have it land on the west side of the pyramid between the two pillars. If the Wing Cap has been unlocked, the player can fly into Klepto to obtain the Power Star.
It is worth noting that by selecting this star, a player can return to the level to accumulate all of the level's other stars (the lone exception being the "Silver Star" star in the DS port). If the player returns to the level selecting this star, Klepto will be holding the star, and therefore, will not attack the player, leaving them free to explore the level without his threat.
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