All birds will replace feathers at times, this is normal and sometimes during a Moult they can loose a few but normally if on the wing the feathers will drop evenly on each side, tail feathers in most cases will just lose one or two and new feathers will start to grow, these will look like little pins at first and are known as pins, another name for them are blood feathers, this is because they contain blood until they develop. the new feathers will have a coating covering them that will fall off as the new feather develops, you may notice your bird scratching more, you can look at the tip of the feather that came out to see if there are traces of blood on it, if so this may indicate that your bird pulled it out or it had been caught and pulled out. if clean then it was part of a normal moult, I can understand your concern that your bird may be stressed and may become a pluckier, but one feather is not normally a sign of this behaviour, having a grey that plucks at times I normally see several feathers being removes at a time. I have mentioned about moulting in a recent post "What are the No No's when trying to gain a birds trust" I advise you to read the post as it has some good advice for new owners