This PDF file contains blank feathers that say "I am thankful for:" with a line inside in the feather so the student can write what he/she is thankful for. It may be a single thing or a couple of things. This would be useful for bulletin boards or even to make feather-hats with.
To make a feather hat, use some construction paper and cut a strip to fit around the child's head. Give each student a few feathers so they can write what they are thankful for and have them glue them to their construction strip hat. Enjoy!