Lol. I thought the same thing when my chicks started doing that. So of course i did lots of searching on here: the best response I found was that it was normal. Theyre growing new feathers-- imagine how itchy youd be if you had to do that!
Are they scratching a lot? Young chicks will preen, but they don't tend to spend a lot of time scratching. At one day old, that's awfully young, but mites would be possible if they were in contact with either adult birds or bedding that had mites. (And on the other hand, Noobchick is right: new feathers do itch! But chicks tend to deal with that by preening. Standing on one foot and scratching--that's a little over the top if they're doing it all the time, several times in an hour.)
It's kind of gross, but one way I've found of detecting mites on chicks or chickens is to put on a white long-sleeved shirt, and cuddle some birds. Then, look for little black/brown dots wandering around on the fabric. Lice, on the other hand, may be pale in color; I've done the same kind of "detection test" with a dark-colored top. You can also take out a magnifying glass and go over the birds. Mites and lice may congegrate near the eyes, around the vent, or just be scattered here and there.
5% Sevin Garden Dust is one product that I've used on very young chicks that have mites or lice. Take a small pinch (small!) and work tiny bits of it into the down all over their bodies. I would also change the bedding out completely once a day; some mites can live off the host for several weeks, and this could turn into a bit of an ordeal if you're dealing with Northern Fowl Mite.
Thanks everyone! It's not constant, and I do see them preening (didn't know chicks would do that - only think I knew what they were doing 'cuz I had a parakeet as a kid - lol!), so hopefully it is the new feathers! I'll keep an eye on it and may try the long white sleeved shirt. They haven't been in contact with adults, they are from a hatchery.