The Sparrow!
The first mention of a sparrow is in Chapter 2. A sparrow flies in the colonnade and flies past Pontius Pilate and hides behind a column. It seems as if the sparrow is trying to convince Pilate to free Yeshua of his death sentence. The reader can come to a conclusion that the sparrow is Woland in disguise. Woland says he was at the colonnade, yet he isn't mentioned in the scene.
The next appearance is in Chapter 3. A sparrow comes "darting out of the linden tree above them" as Ivan insists to Woland that the devil is fake. In this chapter, the sparrow acts as a symbol of the devil's existence.
In Chapter 18, Professor Kuzmin finds a sparrow on his desk. "the wretched bird limped on its left foot...-in short, it was dancing a fox trot." In this scene the sparrow is obviously representative of the devil, it even limps on its left foot just as Woland does.
