Anything that's unable to propel itself through the air is flightless. You have at least one thing in common with a penguin: you're both flightless animals!
The adjective flightless almost always describes birds that lost the ability to fly as they evolved, a group of about 60 species. When you imagine a flightless bird, you may picture the big, ungainly ones like emus and ostriches, but the tiny Inaccessible Island rail is also flightless. Wild turkeys can fly, but some turkeys, bred to be eaten on Thanksgiving, have bodies that are too wide and heavy for their wings to support them, and they've become flightless.