Story related - cannot be missed.
You'll receive your third feather at the end of level 3 (The Wolf Hunt). Once you've killed all the wolves, return to the wolf spirit (where you started the level and is still marked with a blue dot on your map) and he will give you the third feather.
Collect the feather and then go straight to the next level. You cannot go back in to the level to collect any totems you may have missed as this will cause a glitch and the next level will not load. The only way to get around this is to start the game again (as I did!
). If you still need some of the totems, collect them before you go back to the wolf spirit.