Hi Ballyhoo!
Well, here's the dealio. E-6000 is a super strong, but super-smelly glue. If you are at all sensitive to chemical smell, I'd advise against using E-6000 for this application, since there are other options.
I glue metal to felt very successfully with Aleene's Jewel-It glue, available at the big-box craft stores, so I am sure it will work very well for feathers too. Fairly inexpensive, non-smelly, Jewel-It works like a charm. It does take some time to dry though, so plan to do your project in stages.
Hot glue...while wool felt can stand up to the heat, synthetic felts may not fare so well.