Feathers
Leaving a feather for Kay became the thing I would do to reassure her that she was on the right path. I don't have arms, so it's the closet thing I could do to hugging her.
A lot of people believe that finding a feather is a sign that your guardian angel is with you. Kay knew the feathers were from this world, from me, but it didn't make the significance any less magical. She's kept them all and remembers the moments and why she got each one.