(Note- This is not a beginners tutorial, I assume good knowledge of patterns, sewing and general craftyness! This may be very difficult to understand without that knowledge. This may be difficult to understand even with that knowledge, I'm not very good at explaining things, sorry!)
Start with making the paper pattern. The Primaries overlap each other so need to wide enough to allow for this. I've made the Secondaries as one piece for ease but can be made as separate feathers like the Primaries if you wanted. Also the Mid-covert, Primaries and Secondaries are overlapped by the pieces above so you need to add a couple of centimetres on to the top of them.
In this pattern, the tips of the Primaries and Secondaries are separate as the character has white wings with black tips.
A couple of good sites for looking up wing and feather shapes-
Slater Museum of Natural History
These wings work along the lines of a two layers together like sandwich. So you will need two layers for each wing, a topside layer and an underside layer. The cross section diagram show how the two layers are sandwiched and where the pieces overlap on the finished wing. (The Secondaries are the same as the Primaries but without the cord)
Mark the pieces on your material (I use felt) Remember you need two lots of the pattern turned up one way and two lots with the pattern turned over. Cut the pieces out, they do not need any seam allowance. It's a good idea to number the Primaries on the inside of the material so you know which is which. I also mark the extra I added to the tops on the inside to help lines things up when they get put together.
I have hot glue gunned the black tips on.
On one set of Primaries I glue some heavy cord to create the Vein in the feather and to give them a bit of stiffness. I believe this is some sort of curtain cord, though it doesn't really matter what you use as long as its fairly thick and heavy. For realism place the thread towards the leading edge of the feather. The cord gets sandwiched between the two layers of the feather.
Paint the insides of the Primaries and Secondaries with watered down PVA or white fabric glue. Press the two layers together and hot glue around the edges to secure them. Leave overnight to dry.
Once dry, trim off any excess around the edges to tidy them up.
( I forgot to take more photos of the previous wings so took the next ones with a different set).
This is viewing the insides of the topside layer.
I add a wire armature to the inside of the Top-Coverts to add strength and bounce to the wings. There are a few different ways of making armatures but the one I used here uses a lighter bendable wire that runs to whole length. The parts I don't want to bend (where the bones would be) I have glued on heavy unbend-able wire. You can made more stronger heaver armature by coating the unbandable sections in Milliput or making the armature with modellers tubes etc. The problem with wires is they do eventually break if they're constantly bent so the armature is really only to strengthen the wing rather than for a lot of posing.
The wings are then layered up. With the inside facing up the Mid-Covert are hot glued on top of the Top Coverts. The Secondaries are then hot glued on top of the Mid- covert.
The Primaries are then glued on. Again for realism, the leading edge of each feather is on the top of the one in front on the top side of the wing. We're looking at the underside of the wing. The smallest is at the bottom, and the next one is overlapping on top of it.
The underside Mid-Covert is glued on, and the the Top-Covert on top of that. The wing is complete.
The top side of the completed wing (see how the leading edge of each primary is sitting on top of the one in front) I have cut the Secondaries, making the cuts smaller towards the side nearest the body. I finish the wings by glueing a piece of fur along the top of the Top-Covert to hide the wire and sew the wings onto the plushie.