Birds can reach every single feather on their body with their beaks except for those on their heads. For their heads, they have feet! This is why, if you ever see a plucked bird, they'll often go for feathers below their neck line... usually keeping to body feathers (predominately stomach), but some have been known to go after tail and wing feathers. Rarely do you come across a bird that plucks wings and tail but not body feathers, or one that plucks *all* feathers... the typical pluckers leave the wings and tail feathers alone. Even rarer are those parrots who learn to pluck their own head feathers! Being different is great, but that's taking it too far! LOL
Anyway, point is, they can, for the most part, take care of all the feathers on their body. Of course, if they are willing, they do appreciate help! And they'll know when to take care of a bothersome feather and how.
Blood feathers are the larger pin feathers in the wings and tail. Since the quill is often see-through, it's easily visible to see the blood inside of them. In fact, you can see blood in many new pin feathers if you can look careful at them. As long as the feathers don't break when there's blood in them, that's fine! If a blood feather breaks, hope you can stop the bleeding! If you can't get the bleeding to stop (flour, corn starch, cayenne pepper/cayenne pepper paste, quik stop, etc), you may need to pull the feather.