The books of the Raksura trilogy by Martha Wells
The cloud roads, 278 p.
The serpent sea, 340 p.
The siren depths, 277 p.
Moon lives among groundlings on the Three Worlds, drifting from group to group, never able to quite fit in among the many different races. His family group was killed when he was very young, and he's never found another being who's like him: a shapeshifter. Moon's winged form bears an unfortunate resemblance to a vicious enemy known as the Fell, so he has to stay in groundling form as much as possible. Finally he meets another member of his race, and discovers that he's a Raksura. However, learning to fit in with a Raksura court is even more difficult than his life has been so far.
Martha Wells is enormously talented at worldbuilding without infodumping, and this setting is a rich and marvelous secondary world. Plus she's really, really excellent at showing culture clash--in this case, not just between the Raksura and other races, but between Moon and other Raksura, since his upbringing was so different from theirs. One scene in particular The Serpent Sea where she illustrates Moon's incomprehension of something that all of the other Raksura just assumed he knew is a gutpunch, and so, so well done. Martha Wells remains one of my all-time favorite writers.
Plus, sullen, grumpy Moon is a lot of fun to read about. The fifth book, The Harbors of the Sun, comes out in early July, and I can't wait to read it and The Edge of Worlds (the fourth book).