Let me classify the difference between Sparrow and Bat in the following way -
Feathers vs Fur
The defining characteristic of a bird is that it has feathers so as the sparrow. Bats, on the other hand, are mammals, all of which have fur or hair.
Reproduction
When a female bat gives birth, she does it the same way humans, cows and other mammals do -- her child gestates in her womb and she gives birth through her vagina. Sparrow, on the other hand, lay eggs. A baby bat develops inside its mother, while a baby Sparrow develops inside an egg.
Breathing
Birds have a more complex respiratory system than bats. Bats have lungs like people -- air goes in, gets processed, then goes out the same way. Since birds usually fly, their systems require more oxygen. So, a bird's respiratory system has more chambers and air sacs in order to get more oxygen out of each breath of air.
Vision
While bats do have standard vision, they are nocturnal animals. To see in the dark, they use echolocation, which is bouncing sound waves off objects and estimating how long it takes for them to get back, then using this information to paint a mental picture of the terrain around them. Sparrow, on the other hand, have standard vision that relies on light reflecting off surfaces.
