Slight follow-up/tangent: were crows or ravens ever used historically to carry messages? I was under the assumption that raven-based communication was unique to Westeros.

Birds have a good sense orientation, possibly because they needed to find their way back to their nest even from long distances. Certain birds (most notably pigeons) can be raised in a specific location, accepting this specific location as their "nest". If you carry them in a cage to some other location (e.g. an allied castle) and set them free, they will try to head back to what they perceive to be their "nest" by force of natural instinct.

Pigeons are fast and can easily fly over cliffs or rivers (or siege lines for that matter) that would delay a horse messenger, giving them an edge in terms of speed. The obvious disadvantage is that you first need to raise them in a new location and then distribute them, before you can receive messages to that new location, which takes up time and attention.

Today there are some societies that try to keep the tradition of pigeon post alive and make competitions.

Concerning Game of Thrones: It is specifically stated once that ravens/pigeons can only have one destination (that being their home/nest) and IIRC once a character accompanied a raven-transport that was distributing the ravens to other castles. That being said, I think the books are way too liberal in their usage of such precious birds.

Wiki has this article as a source and it seems decent.