Are down small feathers?

No. Down are completely different from feathers.
 

First of all, down and feathers have different structures. Down are a type of their own, i. e. they are not young or small feathers and they will never evolve into feathers. Down have no quill, but fine ramifications which grow from a punctate core.

 

Down are lighter than feathers. Since they have a three-dimensional structure they can store larger amounts of air in between. This capacity is measured and figured by the so-called fill-power (filling volume).