If I have Feather, the Redeemed and I cast an Instant or Sorcery that turns a target permanent into a creature (Say Siege of Towers for example) Will that trigger Feather's ability to return that to my hand?
No, it will not.
Feather, the Redeemed triggers on casting a spell, which happens well before the spell would resolve and have any effect such as turning its target into a creature.
When you cast Siege of Towers, it is not targeting a creature you control; it is targeting a land you control. By the time the mountain becomes a creature, it is well past the chance for Feather, the Redeemed to trigger. Unless you are targeting a land that is also a creature.