I guess you're looking for a lens that can go wide angle as well as zoom in on small creatures? How about a 18-200mm zoom. Nikon has a VR version that is compatible on the 5000. Tamrom has an 18-270 VC that will work on the 5000, and Sigma has an 18-250 HSM OS that will also work on the 5000. I have an older D60 and use a Sigma 18-125mm for most of my general photography and it covers just about everything that I need.
The other option, assuming that you have the Nikon 18-55 VR kit lens, is to add the Nikon 55-200mm VR zoom. You'll need to change lenses to get the 18-200 coverage, but it is a lot cheaper than the others and is a fine, sharp lens. I have that one too and love shooting with it. Images taken at its longest telephoto setting of 200mm are sharp enough for cropping further in an image editor.
I do a lot of hiking and camping. I am looking for a most compatible lens for Nikon D5000 that can capture both the birds and small animals along with the nature.
Please suggest me a lens that can do this!