It sounds like your bird is molting. This is a natural process that happens about twice a year.Your bird loses feathers to grow in new ones. Your bird's feathers will grow back. "Pinheads" will appear as the feather grows. They are hard-looking "spikes" that will poke out of where the bird lost a feather. As he preens, the sheath around the pinfeather will loosen and will eventually be opened up to a new feather. When birds are molting and growing in new feathers., a bath or shower helps make them feel better.