We don’t see the feather again for years, until season 5’s “Sons of the Harpy.” During the midseason episode, Sansa, newly returned to Winterfell after multiple hellish personal eras, walks through the crypts to pay her respects to many different late family members. While at Lyanna’s statue, Sansa finds the feather on the floor. It is covered with dust, a possible metaphor for how Thrones has forgotten about the mysteries of of Lyanna, Rhaegar, and Robert’s love triangle for quite a while. After all, the crypt had been neglected due to the War Of The Five Kings in much the same way R+L=J had been.