Geese mostly. The English government collected them on an enormous scale for military purpose. In the run up to Henry V's 1417 campaign in Normandy he ordered the sheriffs to take six feathers from every goose in the southern counties. As well as being suitable, the goose had the great advantage of being readily available, as it was a common domestic bird.

Another not unheard of (though slightly unusual) one was peacock. Chaucer's Yeoman for instance carries

A sheef of pecok arwes, bright and kene, Under his belt he bar ful thriftily,

Originally I thought of tail coverts and was slightly confused, but the feathers in question were almost certainly the wing primaries (the same feathers used from geese) which are orange. These reproduction arrows probably give a good idea of way they would have looked. Roger Ascham, who in 1545 published the first English book on archery, was not a fan. According to him

y^e Pecock fether doth seldome kepe up y^e shaft eyther ryght or level, it is so roughe and hevy, so that many men which have taken them up for gayenesse, hathe layde them downe agayne for profyte

and he only recommends goose feathers (and swan or duck for some special purpose arrows). Peacock feathers show up in so many sources however, that they must have had some draw: whether it was simply 'gayenesse' (which is tbh rather important, we can see lots of modern things where the form negatively affects function to some extent, but are still popular), or they actually were a lot better than he said, I don't know.