After you obtain 25 Borgia Flags, you can buy a map for the feathers (and Borgia Flags) at the Art Dealer...
(You DO NOT have to wait till end-game as stated above)......
Just a friendly heads up, if you are stuck on 9/10 feathers and you searched the whole map, try zooming on on the Barracks, the fight club symbol (Icon) hides a feather.....just an FYI.....