If you are shooting your camera in auto mode this will be the typical result. Without going into all of the technical details the solution is to compensate the exposure. For this you will need to change modes to one of the creative ones such as AV (aperture priority) of TV (shutter priority) or switch to the manual mode and then compensate the exposure allowing more light to expose the digital sensor.
This dark shot of a Tufted Titmouse was made on AV with +.3 stop of compensation
With a compensation setting of +1.3 this image of an American Tree Sparrow is considerably improved.
A little tweaking of the image in Photoshop produced a reasonably acceptable photograph but in hindsight I should have compensated more, possibly as much as a full 2 steps.
Properly exposing a subject on a snow background is not an easy task so it’s always best to shoot some trial shots checking the results on the camera’s LCD often and compensating as needed to end up with a nicely exposed subject with white snow that retains it's detail.