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Simple Summary: Feather is one of the most valuable and economical products in goose farming and plays a crucial physiological role in birds. For avian biology and the poultry industry, it is essential to comprehend and regulate how skin and feather follicles develop during embryogenesis. This study showed that several key regulatory genes (FOXO3, CTGF, and PTCH1, among others) and miRNAs (miR-144-y) participated in the developmental process of the skin and feather follicles in Zhedong white goose. Our findings are particularly important because they will serve as a valuable resource for upcoming studies on down feathers in agricultural economic growth regarding complex molecular mechanisms and breeding techniques. Skin and feather follicle development are essential processes for goose embryonic growth. Transcriptome and next-generation sequencing (NGS) network analyses were performed to improve the genome of Zhedong White goose and discover the critical genes, miRNAs, and pathways involved in goose skin and feather follicle morphogenesis. Sequencing output generated 6,002,591,668 to 8,675,720,319 clean reads from fifteen libraries. There were 1234, 3024, 4416, and 5326 different genes showing differential expression in four stages, E10 vs. E13, E10 vs. E18, E10 vs. E23, and E10 vs. E28, respectively. The differentially expressed genes (DEGs) were found to be implicated in multiple biological processes and pathways associated with feather growth and development, such as the Wnt signaling pathway, cell adhesion molecules, ECM–receptor interaction signaling pathways, and cell cycle and DNA replication pathways, according to functional analysis. In total, 8276 DEGs were assembled into twenty gene profiles with diverse expression patterns. The reliability of transcriptome results was verified by real-time quantitative PCR by selecting seven DEGs and five miRNAs. The localization of forkhead box O3 (FOXO3), connective tissue growth factor (CTGF), protein parched homolog1 (PTCH1), and miR-144-y by in situ hybridization showed spatial-temporal expression patterns and that FOXO3 and miR-144-y have an antagonistic targeting relationship. The correlation coefficient of FOXO3 and miR-144-y was -0.948, showing a strong negative correlation. Dual-luciferase reporter assay results demonstrated that miR-144-y could bind to the expected location to suppress the expression of FOXO3, which supports that there is a targeting relationship between them. The detections in this report will provide critical insight into the complex molecular mechanisms and breeding practices underlying the developmental characteristics of skin and feather follicles in Zhedong white geese. [ABSTRACT FROM AUTHOR]