Coccidia infests the cells that line the GI tract, develops inside the cells, then ruptures them open and releases huge numbers of the ova stage. The damage to the lining cells is what causes the diarrhea, sometimes with blood. A peculiarity of parasites is that you can have affected birds that may only have ova in their feces part of the time. Generally a badly affected animal will have visible ova when a fecal is checked under the microscope, but for young birds with diarrhea I would treat anyway - it will not hurt them.