From a postcards book:
Book 1 -
15 fantastic Harry Potter postcard to keep or send, each featuring characters and events from the Harry Potter films.
from 2009 Warner Bros. Entertainment, Inc.
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Hedwig is Harry Potter's owl. Hedwig is a Snowy Owl.
In the story, Hedwig is a gift to Harry from Hagrid in the first book of the series, purchased in Diagon Alley while shopping for supplies for Harry's first year at Hogwarts. The name Hedwig is a name Harry found in his schoolbook, A History of Magic. Hedwig is used for delivering messages throughout the series. She can act with hurt or anger due to Harry's sometimes innocently thoughtless actions or words. It is implied throughout the books that Hedwig can fully understand Harry, and to some extent vice versa.
At the start of Harry Potter and the Deathly Hallows, Hedwig is killed during Harry's escape from Privet Drive by a stray Killing Curse. According to Rowling, Hedwig's death represented the death of innocence.
Although Hedwig is a female owl, she is played by male owls in the films (distinguishable by the males' lack of black markings). Also, males are lighter and easier for the actor to hold up.