According to The Sibley Guide to Bird Life and Behavior, the Gray Jay is a member of the Corvid (crow) family. It eats primarily insects and mast (nuts and seeds that accumulate on the forest floor). But it is omnivorous (like people) and will eat just about anything it can find, including carrion and fruit. Being intelligent, bold and tame, it is an opportunist adept at exploiting food made available by people as waste or crops.

The Gray Jay does not migrate. To survive winter it caches food in individual locations. It has special glands that produce sticky saliva, which it uses to fasten food items to tree branches, far above any possible snow cover. As a specialized caching bird it can remember thousands of individual locations.

When a Gray Jay begs hiker food and flies off with it, a food cache is being augmented. Doesn't sound harmful to the bird, assuming the hiker has a healthy diet. Of course, such feeding accentuates bird behavior that may be harmful to backpackers who unwillingly donate (the caretaker at Guyot Campsite called Gray Jays "flying rats" because they steal food overnight campers hang by string to foil small mammal pests).