I guess you could pluck the feathers - but I never had that much patience.

I always skin them.

Get a decent knife - Cut the feet off & cut the wings off at the first joint from the body. Put the bird on its back - pop your thumb through the skin at the base of the breastbone (near the pelvis) - tear the skin straight-up the breastbone to the neck - peel the skin back off of the breast, peel the skin over the wings, loosen the skin up to the neck and cut (so you leave the head plummage) and peel down to the tail - pop the legs out - twist off the tail and you have just skinned the pheasant - and the pelt sould all be in one piece.

Remove the visera and you have a dressed Pheasant - soon ready for wild rice and mushroom gravy!