Digital camera focuses-out small far away objects?

My digital camera focuses away small objects like birds when against a mono-colored background (blue sky, grey lake water) as if they were blemishes. How do I adjust the settings to stop it from focusing-out the object I zoomed in on? I can usually see the bird up to a point as I'm zooming, but if I zoom the whole way (my camera goes up to 21x) it goes out of focus or blurs or I don't know what (and usually a few steps back in focus, the bird is too small to see, period). I frequently take bird pictures and often can't get close to them, and this problem happens all the time. I can't find the answer in my manual. The brand is Nikon. It doesn't have add-on lenses.

Added (1). In La La Land, Isn't macro for close-up objects?

Go on macro

I'm guessing you have a compact or bridge camera judging by the '21x zoom' remark. The problem is that those cameras don't have the ability to spot focus (ie to select a central focus point), nor are they much good at using any kind of tracking focus.

You pretty much need to fill the frame to get the camera to focus accurately.

If you are serious about bird photography & are wanting to take shots of distant (moving birds) you are going to need better gear.