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Its probably just an odd feather, though protein during the autumn is wise to help molting chickens. I heard somewhere that chickens, upon being plucked, have fine feathers all over them. Perhaps this one just grew to be really long. After all, we all have odd hairs every now and then, right?
Has to do with molting--several of my chickens have this same kind of thing; they are molting right now. What exactly it is I do not know--maybe a part of a feather that hasn't fallen off yet. You shouldn't have any cause for concern. :)