Giant Harpy Feather

It comes off Harpies, which live in the sky layer, so the farm is a platform high enough to get spawns plus somewhere to stand while they come to you. The roll is bad and there is exactly one recipe it feeds, so decide up front whether you actually want Harpy Wings before committing an evening to it.

Feathers drop long before you can do anything with them, since the wings also need Souls of Flight and a hardmode anvil. A feather found early just sits in a chest until then. Still pick it up.

If you only wanted the money, building the wings first and selling those beats selling the loose parts by a wide margin. Never sell the feather on its own.