The Arduino documentation for Leonardo/Micro boards applies to the Feather 32U4. So we only need to consult the SoftwareSerial library's documentation:
https://www.arduino.cc/en/Reference/SoftwareSerial
Not all pins on the Leonardo and Micro support change interrupts, so only the following can be used for RX: 8, 9, 10, 11, 14 (MISO), 15 (SCK), 16 (MOSI).