Once you reach the ornithologist Jay in the Frozen Peaks zone, you can start to gather feathers for her. As of right now (version 0.16) there are 28 feathers in game.
This guide describes, where you can find the first 20 feathers by name in all of the regions. I know for a fact about 3 other feathers, but I need to verify, where to find which first. I will update the guide accordingly.
Climb up the ladder in the Llama area of the map. Turn around immediately, you will see the nest on a wooden platform. Go past the shed and drop down onto it.
From the Llama area, go through the metal fence, over the bridge and turn right. At the end, you will find a ladder on a tree, climb up. The nest is on a wooden platform connected to yours with a small wooden bridge.
This is the easiest nest. It is just left of the door to the shop
Immediately turn left, after entering the village from the shops area. The nest is next to the wooden fence.
After passing the bridge at Rudy’s house, head straight up the hill and up a wooden ramp left of the fox den. The nest is at the end of it.
This nest is on a small hill, just behind Frank’s new house (architect).
You can find this nest between several trees on a slope right next to the big tree with the platform. This is just across and then left of the draw bridge.
Coming from the shop onto the shore area, immediately turn right and go between the broken highway and the rock face on the right. The nest is in front of a water fall and between a small river and the rock face.
After entering Lonely Hills from the village, follow the path to the right, up the hill. Directly after a ruined concrete pillar turn right and follow the barely visible path to an alcove with the nest above the earlier used entrance.
Starting from Rudy’s first position in Lonely Hills, follow the cliff on your left. The nest is on a small peak overlooking the winding river.
Starting from Rudy’s first position in Lonely Hills, go down the hills left of Rudy towards the winding river. Pass the small wooden shed onto a “peninsula”. At the tip of the peninsula, you will find a buildable bridge (requires 5 boxes). Alternatively there is an exit from the underworld on the other side of the bridge. Looking onto the river from that exit, go around a hill on your left and up a small path next to the river. The path has a sharp turn to the left in the middle. Once you are on the higher area, turn right and continue. The nest will be at the end of this area.
On your way to the hole, coming from the village, as soon as you come across the railroad, turn right towards the river. The nest is behind a boulder, next to a bush.
From the Lonely Hills fast travel door, go left past Rudy’s house, left past Frank’s house and left pass a small hill. The nest is directly on the river.
In the area, where you have to find the funghi for Rudy (middle of chapter 3), follow the rail tracks to the right. After they end, follow the cliff on your left, until you find a ladder. Climb up and turn left. You will find the nest after a very short walk.
In the area, where you have to find the funghi for Rudy (middle of chapter 3), follow the rail tracks to the left. Cross the railroad bridge to the tunnel entrance, where the nest will be.
Upon entering the first section (lumberyard) of Frozen Peaks, keep to your left, until you reach a ramp going left up the cliff. The nest is at the end of this ramp.
Coming from the village, when you enter the lumberyard clearing and see Jay, turn toward the water and see the water activated button. Activate it. This opens a fence door near the water (follow the cable from the button). Inside this area, you can find the nest (might be hidden under rubble).
Starting at Jay, looking at her and her house, follow the cliff to the right of the house to an opening in the cliffs. Go left around the corner and follow the cliffs on your left. Remove all the rubble and find the nest in a small niche.
Starting at Jay, looking at her and her house, follow the cliff to the right of the house to an opening in the cliffs. Go right around the corner to a small lake. Half way behind the small lake is a rubber trash heap or a golden bush, if you already removed it. Directly behind the bush, you will find a platform with the nest on it. (PS: Drop down from the platform for a golden suitcase with the bread recipe and to unlock a fence nearby)
Starting at Jay, looking at her and her house, follow the cliff to the right of the house to an opening in the cliffs. Go right around the corner to a small lake. On the opposite side of the lake, behind some boulders and a lot of trash, you can find the nest.