Welcome to TRT!!
feather stars are very difficult to keep. i love them, i have tried several over the years. i have had the best luck with the green and white ones. they need to bed many times a day and a very varied food choice. they feed by capturing the food in the feathers then transferring it down to the central disc. each species of feather star require a certain sized food. if it is to big or to small he little arms used for transporting the food can not carry the bits to the mouth.
if you have just gotten the star, within a month, and the arms are falling off, it is because the water salinity was not close enough to natural sea water. about 1.026. even if your water is at 1.026 does not mean that LFS you bought it from was at 1.026. if any of the bodies of water that that starfish was in was not at 1.026 and not acclimated properly then the star was doomed even before you bought it.
they are beautiful creatures, but they take a lot of research to keep. even with a lot of research they are challenging.