Are you talking about a "quilt" or blanket that is stuffed with Eiderdown feathers? Or are you talking about a whole bed of feathers (Featherbed)? I got the impression you are talking about a quilt, or a blanket.
A long time ago my mother introduced my brother to sewing by buying him a kit from a company named Frostline, the kit he got was to make a feather stuffed sleeping bag (not Eider, but other "down" feathers (the "down" feathers being the "inside" feathers which are shorter, lighter, fluffier and have a smaller quill)). For that, and down parka's as well, the first step was to sew "tubes" of fabric - then stuff the tubes with feathers. He had bags of feathers that he would insert the whole bag, then use a ruler to flip the opening the of the bag - empty the feathers and pull the bag out of the tube.
If I were you, I would start this way, by making the horizontal tubes and stuffing them, then if you wanted to keep the down from moving within the horizontal tube - quilt vertical stitches over it after it's stuffed.