How old is she? It could be the beginning of molting. My birds always start molting their neck and head feathers first. Birds usually molt for their first time in the fall of their first year, and then molt once a year afterwards.
Birds might also be pecking her feathers out. Observe your chickens, and see if any bird in particular is trying to pull feathers out. Watch for pecking, too. If you see a chicken that seems to be the problem, isolate it for two weeks, and then introduce her back to the flock. She will be the lowest in the pecking order then, and will not be able to pick on anybody.
Do you have a rooster? When a rooster mounts hens, it grabs onto their head/neck feathers, which can pull some feathers out.