This is a new feather (probably a flight feather) that is just growing in and is sticking out at a weird angle. If you have someone to help you or are skilled at handling birds, you can hold the bird still, gently stretch out the wing, and try to put the feather back in the right position.
New feathers like this have a blood supply. This feather may be loose already, or it could get knocked loose very easily because of the odd position. When a blood feather gets knocked out completely it's usually not a problem - there may be a little bleeding but it should stop quickly. It's a huge problem if the feather just gets knocked loose or gets broken, because the bleeding may not stop and the bird could bleed to death.
There's a thread here about dealing with blood feathers:
https://www.talkcockatiels.com/showthread.php?t=33315 It would be good to read it now so you can be prepared and can act quickly if anything goes wrong with this feather.