Well, it could be either she plucked it or it got tangled up or caught somewhere and pulled out. It was definitely not a natural thing or something that should have happened but it does happen sometimes - especially with birds that have very long tail feathers. Usually, birds like conures, parakeets, budgies and cockatiels -which all have in common tails as long or longer than their bodies- do get their rectrices [that's the name for the long tail feathers, singular is 'rectrix' and it literally means 'she who directs' cool, isn't it?!] all raggedy and worn out when they are caged for too many hours [this is because they tend to hang on to the bars and their tails crash and rub against them all the time]. And, when the birds are not getting good nutrition, they also break very easily BUT there is no blood on either end and the birds just end up with shortened feathers [what we call a 'duck tail'
] . Sometimes, when birds are young and have not had healthy parents and good food when they were babies, they take a couple of molts to get a good plumage so I would not worry too much over it but I would make a mental note to not only ensure the bird is getting a real good diet but also to check on its plumage every now and then to see if it's coming out stronger and better. Add a tiny bit of sesame seed to it's dinner seed mix, they are rich in methionine, an amino acid needed for feather production and make sure she is getting a good vitamin/mineral supplement - but don't over do it! Too many vitamins and minerals are, often, worse than too little!