The quickest way to do this when you only have a few feathers left to find is to pause gameplay and go to the DNA strand. At the DNA strand there is a section at the end of the strand that shows you where the feathers are located. If you now go to the feather section it will show you in what districts the missing feathers can be found.
When you complete the indicated task you will recieve the corresponding ability.
Disarm: In Sequence 5 complete Mario's 'Evasive Maneuvers' mission to recieve this ability which allows you to counter incoming attacks from weapons like axes that are normally too heavy to counter.
Climb Leap: In Sequence 7 complete Rosa's 'Monkey See, Monkey Do' mission and you will recieve this ability which allows you to make longer jumps while climbing and get hand holds that would normally be out of reach.
When you link to 'Assassin's Creed: Bloodlines' on PSP you will be able to transfer gold coins and defeated Boss weapons (Fredrick's Hammer, Maria Thorpe's Longsword, Mace Of The Bull, Twin's Rapier, Dark Oracle's Bone Dagger, and Bouchart's Blade) to 'Assassin's Creed II'.