When your bird starts going through a molt, you'll notice little feathers here and there within the cage and around the bird. Sometimes the bird may be preening and will "randomly" pull out a feather.
You can tell a loose feather that the bird has remove vs a plucked feather by watching your bird and listening to him. When a bird plucks a feather they will visibly "jump" and squeak at the same time. It's painful to remove an intact feather! But a feather that is in the process of molting will come out quite easily and will not bother the bird in the slightest.
You'll notice new feather growth, known as pin feathers. They might look like grains on rice stuck within the birds feathers! (
click here!)
When he molts out his wing and tail feathers, blood feathers will take the place of the molted feathers. They are called blood feathers due to the blood supply in the quill which helps to provide nutrition to the growing feathers. If these break, it could result in a bloody mess! If a blood feather does break, then you'll want to quickly stop the bleeding, or, if you are feeling confident, and it wont stop bleeding, to grab the feather near the skin and quickly yank it out. Done correctly, it will stop the bleeding. It should not leave an open wound as the birds skin should naturally close up, cutting off the blood supply to the area, so that they don't bleed out. (
click here for cockatiel blood feather and mature feather!)
Once a blood feather is done growing, the blood will recede back into the body and the quill will shrink in size and harden. (blood feathers are soft, mature feathers are hard)
Now I'm going to take a wild guess and assume that people say that a bird could die while molting *because* of potential blood feather problems. If a blood feather breaks, and the blood doesn't coagulate, then the bird could bleed out. A blood feather is just a hollow tube filled with blood and the supply comes right from the body! The other potential for death is if a bird were to get an infection through the broken blood feather, and the infection goes septic.
Both cases are extremely rare to occur and result in death. Birds with liver problems or lacking in vitamin K may be more likely to bleed out than others, but again it rarely happens. I have yet to hear of a bird die from a broken blood feather.
If Rio has a half clip or not clipped, his chances of breaking blood feathers are lessened, due to the fact that the mature feathers around the blood feathers help to not only support that feather, but to also protect it. Clipped birds are more likely to suffer from broken blood feathers due to the fact that there are no feathers supporting the new growth. Birds who break their tail feathers may also have this issue when new feathers grow in.
Some new owners often mistake molting for plucking when they see new feathers. It is extremely rare for young parrots to pluck, so it's not something you should have to worry about.
Here is a photo of two military macaws. As you can see, the bird on the left barbers (snips) it's breast and stomach feathers off where-as the macaw on right appears to be in good feather.
File:Ara militaris.jpg - Wikimedia Commons
And another photo of two golden conures, The conure on left has been plucking out all the feathers from his/her stomach, leaving a bald patch.
File:Guaruba guarouba -National Aviary -USA-6-2c.jpg - Wikipedia, the free encyclopedia
Although you should not need to worry about plucking, it helps to know what to look for in case it ever does happen! Hopefully, it never does! My first conure was a mutilator, but my current two conures (4 yrs old and 20 yrs old) do not have any feather destructive behavior at all!
Hope that helps!