Carefully follow one side and then the other, as far as it goes on each side, feeling it and looking carefully to see whether it goes into the skin, or is stuck to the skin, or is stuck to the down.It DOES look like somethings stuck. But I’m afraid to pull or cut.
If it is stuck to the down, it should be safe to pull or cut.
If it is stuck to the skin, maybe you can cut off most of the material, and leave the last bit to fall off later by itself. Or maybe you can pull and it will come off. Or maybe you can soak it off, although you have to be careful because wet chicks get chilled really easily.
If it actually goes into the skin, that would be so unusual we will all want to see closeup photos
Edit to add: or is it something that goes all the way around her neck? If so, lift it off or cut it off.