There's a FAQ on Hen and Game bird feathers too, and you can find it here:
If you're looking to tie some wet flies and nymphs, you might want to get something like an Indian Hen Neck ( Neck = Cape) in mottled brown for legs tails and the hackle collars on wet flies. The Indian hen capes and saddles are much less expensive than genetic hens bred specifically for fly tying which can run $20 or so for a genetic hen cape from Whiting. ( genetic hen capes are great to work with, but if you're just starting out you'll get more bang for the buck out of a Indian cape or saddle for nymophs and such. The barbs on an Indian hen cape will be shorter than a less expensive but more widely available Indian Saddle, making the Indian Cape better for wrapping collars on wet flies but if you get a saddle you can always use this method to get a decent collar, even if the barbs are too long to wrap the feather around the shank: Hackling wets: cheating with large feathers
If you're looking to tie dries, I'd suggest you forget hen capes for now-- they're expensive, a bit tricky to tie with, and are pretty fragile compared to dries made with other types of winging material. Instead I think you'll be better off with:
Mallard Flank Feathers dyed "Lemon Wood Duck"
(about $2 for a pack or $3.00 for a big pack). Real Wood Duck feathers are very expensive, but mallard dyed to wood duck color is inexpensive. These are used to tie divided wings on a number of classic dry flies like the March Brown (a big deal in the Smokies), Quill Gordon, Hendrickson, Light Cahill and many others. If you can tie one of these then you can tie all the others since they just differ in color of hackle and dubbing, the tying is the same. You can also use fibers from the feathers for tails and legs on nymphs.
(about $1 a pack) get white and gray (gray may also be listed as "medium dun") Poly can be used for wings on dry flies-- much easier than flank feathers or hair if you have trouble dividing them. And you can substitute it on recipes for patterns that are tied with hen hackle tips like Blue Wing Olives and use a single or divided gray poly wing instead of gray hen hackles. Poly can also be used as the wingpost on Parachute Style dry flies. Instead of tying a traditional Adams with wings made from grizzly hen feathers, tie a Parachute Adams using a white Poly Yarn wing post. It's generally considered to be a more effective pattern tied Parachute style anyway.
White Calf Tail (also called "Kip Tail")
about $4. This is used for the divided hair wings of dry flies like Wulff style dry flies (Royal Wulff, Ausable Wulff) and other flies like Trudes.
- a patch of elk hair runs about $3 (bull elk works well if you have a choice). This is the stuff you'll use to tie the Elk Hair Caddis.
All of these will come in handy for the wings of dry flies for many patterns that work well in the Smokies.
You may also want to check out these recent additions to the pattern library with step by steps. They don't use dry fly hackle so are very inexpensive to tie:
X Caddis SBS
Sparkle Dun SBS
I hope this helps a bit-- for questions about tying materials, it'll probably be better if you posted in the general fly tying forum-- you've gotten great answers here, but i bet there are many others starting out tying from all over the country that are in the same boat and would also benefit from your questions and the responses.