Take a feather, cut off a small piece of the feather with scissors and embed it into a hydrophobic mounting medium, such as Euparal. Alternatively you can make a dry mount, and use no mounting medium at all (use adhesive tape to fix the cover glass to the slide on its edges). Wet mounts do not work well, because the feathers do not readily accept the water and bubbles are possible.
Download the July 2012 issue of Microbehunter Magazine for a full article on bird feathers: Microbehunter Magazine (July 2012)