Harry Potter’s owl, which Hagrid buys for Harry from Eeylops Owl Emporium as an 11th birthday present in August of 1991. Hedwig is a snowy owl. Hedwig is a friend to Harry, but also delivers his mail, as all owls do.
Harry found the name for his owl in his first year textbook A History of Magic, so apparently there was a witch or magical being with that name.
Companion to Harry Potter
Loving, loyal, and stubborn companion to Harry Potter
Other canon notes and references
The death of Hedwig symbolizes a loss of innocence for Harry Potter; he grows up and turns 17, the adult wizard age.
Hedwig's name was taken from St. Hedwig, who was a Medieval saint (JKR). This was probably St. Hedwig of Andechs (1174-1243) who was a Polish duchess and is the patron saint of brides, death of children, difficult marriages and widows (Catholic Encyclopedia).
Hedwig is played by Gizmo in the films, with stunt replacements, Ook and Sprout.
The Snowy Owl (Bubo scandiacus) is not common in the British Isles. They are found mostly in Canada, and other norther parts of the world.