Not exactly a dress... heh.
Anyway, I'd get a body suit/unitard from someplace like discountdancesupply.com or such, then purchase a LOT of feathers, in bulk. Pre-dyed would be good for less work, or you could get white and custom dye them yourself. These would need to be stitched onto the unitard by hand, in layers, starting at the foot and working up. Separate long feathers would be needed for the tail and headdress.
Pictures and tutorials from my costuming portfolio at Syagria's Cosplay Site!
Star Trek Original Series Uniform!
Original Creation for AB13
Most Recent Con:
PAX East, Anime Boston 2013