Meso'ed said: There's already a race of mermaids. I wouldn't be surprised.
She most likely got her bird features from Law, who remodeled her along with the prisoners on behalf of Ceasar. Reread the chapters about the conditions those two talked about.
GMO said: So...I take it she ate a sort of Harpy-Harpy Fruit or she's really a harpy?
Recent chapters reveal she's actually a Snow Logia user (Yuki-Yuki no Mi). As such, her harpy features are almost certainly not Devil Fruit related (at least, not her own), unless we throw out the "can't have two DFs" statement from Enies Lobby in its entirety...
Also, and a number of flashbacks have shown her as a normal human in the past ans she has performed a few tasks (i.e. writing) with her wings in the present day that I feel would have been much easier if switching back to hands were an option, which implies to me that she cannot do so under her own power.
My guess is that it was Law's doing, similar to how he created the "centaurs" that populate the island.
JesusK said: Maybe they are actually made of snow?
Well yes they are, but (as far as I'm aware) no more so than Crocodile's clothes and hook are made of sand...
Nami managed to (temporarily) melt one of her wings off using her Climatact's Heat Ball/Egg while Monet was in "snow monster" form, but there wasn't an arm underneath it and it reformed in full moments thereafter.
They seem - by all measure - to be a permanent part of her.
