MOST BIRDS ARE MESSY EATERS. They throw seed around. They scatter seed hulls, to say nothing of droppings. If you let this stuff accumulate under the feeder it will not only make a mess but also, potentially, spread disease to other birds.
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That's why it's important to give some thought to how you set up a bird feeder. Your goal is to make cleanup as easy as possible.
One trick is to attach a plastic tray to the bottom of your feeder. The tray will catch most, but probably not all, droppings and waste, and it can be removed for easy cleaning. Droll Yankees makes trays that attach to the bottoms of almost all of their feeders. It's also possible to buy trays that can be hung underneath other styles of feeders. In choosing a tray, bigger is better because bigger trays catch more. You also should think about how easy the tray will be to clean, as it will have to be cleaned often.
A disadvantage of trays is that they provide comfortable seating for squirrels and large birds. If you're trying to avoid feeding either or both of the former, you may want to try another option.
An alternative to putting a tray under your feeder is to hang the feeder over a surface that can be swept easily. This is also a good way to feed ground-feeding birds: If you throw the seed on a driveway, for example, it will be easier for you to sweep up or hose off any waste.
You can also put a big piece of cardboard under your feeder, as long as you replace the cardboard often. (That wet cardboard covered in bird droppings will be a fine addition to your compost bin, incidentally.)
Another potential threat to birds is damp seed, which can quickly become moldy. It's important to store seed in a dry place and not buy so much at one time that it will go moldy before you use it. Likewise, don't put more seed in the feeders than can be used up in a day or so.
Although a good-quality feeder will be relatively watertight, it's unlikely that any feeder will be completely waterproof. So it's a good idea to put your feeder where it will stay as dry as possible. Possibly the best possible location for a feeder is underneath your eaves, especially if they are wide, or on a roofed-in porch. If you put the feeder near a window, you will not only keep the feeder dry but also bring the birds where you can get a good look at them.
If you don't want to hang the feeder near the house, do put it under a cover of some sort. You can buy clear plastic domes for this purpose. Sometimes they're referred to as squirrel baffles, because they can also be used to prevent squirrels from reaching a feeder, but they also work well as rain covers.