When feathers grow in, they are in a shaft and called pin feathers. If they are on your bird’s head, they can be hard to the bird to groom himself. But if they are in fact yellow, this can indicate a diet problem or a health issue. I would take him to an Avian vet for a complete examination including bloodwork. If the bird only eats seeds, nutrition is definitely part of the problem, but he may have internal issues going on due to malnutrition.
Here is a link to our food guide to help you determine if he is on a good diet. Still I think a Vet check is in order.
Bird Food Guide
Thank you for asking Lafeber,