Now that you have a few bird feeders up and filled, there are several resources that will help identify just what you are seeing.
For families, observing and charting birds is an educational and fun activity during the winter.
The publisher, Lone Pine, has bird books for Canada and most U.S. states.
Here's their link.
On the Internet there are several places to find bird identification help.
Bill Horn's Birds of Oklahoma
The Oklahoma version of Birdzilla.com network
Oklahoma birds and birding locations
Oklahoma Ornithological Society
dates and locations of bird count events
Oklahoma Winter Birds at OK Wildlife Department
Oklahoma Birds and Butterflies
There may be others. Let us know what you use to identify birds in your yard.