From Celeste Wiki

Feathers are a mechanic first introduced in Reflection, and appear in every chapter onwards, and in some B-Sides and Reflection. Collecting a feather allows Madeline to enter "feather mode", in which she will be able to fly for a little less than five seconds. Running into any surface aside from lethal ones will cause Maddy to bounce off of it. The feather appeared in the dream sequence at the beginning of Reflection, supposedly appearing because of the events that took place at the end of Golden Ridge, Madeline even saying that she has been using the feather ever since, and that it helped a lot.