What evolutionary change in birds led to nest building?

Many egg-laying animals merely lay their eggs and leave. Turtles for instance, leave their eggs to hatch on their own. The current theory about birds is that the earliest birds did just that when they were cold-blooded creatures living in warm places. However when they became warm-blooded creatures living in cold places they had to remain on the eggs to keep them warm. The process we call incubation. For this they needed a place--a nest. Very likely the first nests were just primitive depressions scrape into the ground.  Even now many species still lay eggs in this sort of crude nests. In fact every spring a mother killdeer will lay her eggs in some pebbles along the edge of the parking lot just outside the buildings in the cities. Primitive nests on the ground were fine for some birds but other birds began to elevate their nests in branches perhaps to avoid predators. These early elevated nests were probably loose platform nests, like a robin’s nest.