In bridge of the gods coyotes journey as a feather into the mountains is best explained by his character's

Coyotes journey can best be described by his character's tenacity to do what his people needed and to defeat the Thunderbird. He fasted and lost his sons but was finally able to overcome the obstacles and turn himself into a feather which allowed him to float high and far and be unseen, by doing so, he defeated Thunderbird and collapsed the bridge.