NOT real feathers! - you make a "feather" by using a sharpie to write a wish, message, insult, or other deathless prose on a strip of cotton T-shirt material. Then you tie this onto the frame of the duck. Dig?
If you want to go naked and rip up your own shirt to clothe the duck, that's cool too.
Checkthe site, burningduck.blogspot.com, for more information, including full instructional video soon. This is theme art and has been cleared by the good folks at the org.
send the shirt-strip feathers in to the PO Box listed on the site...or just find the duck out on the playa and write your message then