All you need is a leotard, a tutu, about 25 (or more) peacock feathers, thread and rhinestones.
I also found a premade thing of feathers on a stick to use in my hair at the craft store but you could make your own with some more peacock feathers and flexible wire probably.
This is how full it was with 25ish feathers. If I had had more money and inclination I probably would've used more but I think it was a pretty good amount to start with. Next year I'll probably add some more to it.
There isn't a picture, but I glued rhinestones over the stitching to cover it up and add a little sparkle. In truth, they're barely noticeable.
Not the most flattering picture but the best to see my cool head feathers and my friend Elise's fantastic cardinal costume to give you some more bird costume inspiration.