Is this normal?

[Pajarita]

Mites only end up on a bird if the bird was outdoors or in close contact with another bird that had them so they are more than uncommon, they are virtually a non-issue with captive bred parrots. But, in any case, there are only two kinds that live on the bird: feather mites and bird lice. If he has feather mites, you will see holes around the shaft of the feathers when you open them up and, if he has lice, he would scratch like a maniac (those are the ones that you find in the spots that Wolf mentioned). The other kind are red mites but those live in the nests or the wood and only come out at night to bite the bird (again, a lot of scratching would be going on).

[Sofija]

He doesn't scratch a lot, normally as always.
But I have noticed feather falling off, but just down feathers (fluffy ones). That is usually after scratching or preening.

[Wolf]

Most companion birds will drop a few down feathers when they preen and scratch. If it is just one or two at a time, I would not be overly concerned about it.