It was not until the Middle Ages that the letter ⟨W⟩ (originally a ligature of two ⟨V⟩s) was added to the Latin alphabet
Actually, it's rare to find a w in the alphabet at all, and when it does come in, people weren't totally sure where to put it. Even in the fifteenth/sixteenth centuries, people rarely include the letters that occur in English but not in Latin, when they write the alphabet.
birds - the 'y' that sounds like 'th' isn't really a 'y' at all. It's a letter called thorn, which sometimes looks very like y but can also look like, well, a little sideways drawing of a thorn, or like a letter p with a upwards stroke that sticks up.
I am pedanting here, but I remember having the same moment where the penny drops with Greek. Omicron and omega are o, micron (little o) and o, mega (big, mega-size o). I liked that.