Amber, that's something clumsy baby tiels do alllllll the time!!! My tiels usually pull it out themselves (scream while doing it but they do a good job ), but sometimes, its left hanging there. If its loose enough, I can pull it out, but if its stuck there, its scary pulling it. He'll be just fine hopefully. You will need to take that feather out...by plucking it if its not too strong, or by taking him to the vet. He shouldn't bleed too long.