Feathers are collectibles which you will come across during Sequence 4. As young Connor, you will have to obtain three of them to reach full synchronization. The other 47 have been hidden in the Frontier as well, on top of trees and in other hardly accessible places. Below there's a map with all feathers marked on it. In return for collecting all of them you will gain a new suit for Connor known as Kanien'keha:ka. It's a traditional suit of his tribe.
Map of the Frontier