From RWP Wiki
Gold Feathers are collectible items in the Banjo-Kazooie series.
In the Games
In Banjo-Kazooie, the move to utilize the Gold Feathers, Wonderwing, is taught by Bottles in Clanker's Cavern. The are typically hidden in easily-missed areas and appear in groups of one to three. Banjo and Kazooie can hold 10 Gold Feathers by default, but this can be increased to 20 by use of one of Cheato's cheats.
In Banjo-Tooie, Gold Feathers appear again, being used much the same way as in Banjo-Kazooie, with the Wonderwing. However, the way Gold Feathers are collected has changed: they are now located in egg nests which rotate between Red Feathers and Gold Feathers. Collecting a Gold Feather nest yields two Gold Feathers. Banjo and Kazooie again can only hold 10 Gold Feathers by default, but this can be increased to 20 by use of one of Cheato's cheats.
In Banjo-Kazooie: Grunty's Revenge, the ability to use Gold Feathers with the Wonderwing is taught by Bozzeye in Spiller's Harbor. In this game, it works differently, as the Wonderwing is activated by a pad rather than a button combination, limiting its use. Banjo and Kazooie can only carry 10 Gold Feathers throughout the game.