Good question and I don't really know - Mrs D is correct that some birds pluck some of their own feathers however I don't think Swallows do this, I have seen them flying back to the nest carrying feathers which sort of suggests they are sourcing them rather than using their own. (presumably if they were using their own they would do so at the nest site ?)

Why white? I have looked at some old nests in the garage and some old photographs from previous years and indeed the feathers used are predominately white, my only guess for this may be white feathers are easier to find, whilst out with the dog this week I have taken notice of feathers I have spotted lying on the ground and they have virtually all been white, I guess the more camouflaged ones are just to difficult to see.