Well, I guess it depends a bit on what you want to do. I would imagine hot glue or super glue might work but not hold very well, at least stuff glued with hot glue pops off quite easily. It may also be somewhat messy. If you need to attach them securely, I'd suggest first gluing them on and then adding some clay to keep them in place, but of course it depends on what you're using the feathers for - wings, headdress, tail...