A water drop appears to float on the feather's waterproof barbs and barbules.
A typical vaned feather features a main shaft, called the rachis. Fused to the rachis are a series of branches, or barbs; the barbs themselves are also branched and form the barbules. These barbules have minute hooks called barbicels for cross-attachment. [...] Feathers insulate birds from water and cold temperatures.
en.wikipedia.org/wiki/Feather 