"The Rime of the Ancient Mariner" was written by Samuel Coleridge, who was one of the first-generation Romantic writers.
There are several characteristics of this literary movement, but the one that may overshadow all the others is a return to nature: all things of nature were to be appreciated and revered. In fact, it is this lesson that the mariner must learn, and in the learning, he is a changed and sad man because so much is lost before he learns the importance of nature by the story's end.
Coming through the fog, this bird travels and "plays" with the sailors, as they move northward through the snow and ice, and its company is considered a good omen. The sailors take it as a good sign, which may be primarily reflective of Coleridge's desire to praise this creature of nature.
Ultimately, the sailors convey their pleasure in the bird's company, believing that it is the presence of the bird that has made the breezes blow, something sailors desperately need. When the mariner speaks of what he has done, we learn why his shipmates felt the bird was a good omen:
For all averred, I had killed the bird
That made the breeze to blow. (93-94)