yeah I'm with Doenoe I dont think its a woodpecker but its beak is to long to be a starling..... I think
I'm guessing it was just looking for either food or a nesting site and got stuck. It was probably a wood pecker that made the hole and that bird trying to steal it. I would just plug the whole up, the wood pecker might be back to do some more damage though.
It's not that I'm lazy; it's that I just don't care.