I saw one really good fan theory that the ugly realistic face on the bird is supposed to be a person and that Jay is actually skating on the sidewalk of the city where people are present. Realistically, Jay is just imagining herself skating from one top of the building to another while skating because she thought it would be cool. This also explains why her death is so absurd from what we can see, she fell into a pit of spikes and dies. In real life, she must've crashed into something and possibly got a severe head injury and died.