Feeding entire whole animals is a completely balanced meal as they contain muscle, organ and bones in appropriate ratios. Not only that, but it also has skin, fur and possibly feathers, those too are beneficial for ferrets. Ferrets who consume a raw or wholeprey diet tend to drink less compared to kibble fed ferrets because the diet is high moisture and contains a good amount of water. Many species for wholeprey may contain anywhere from 60 to 85% water. Water content of wholeprey decreases with age, while energy density increases.
Essential nutrients, vitamins and minerals can be found within the whole animal in varying amounts depending on a few factors and species. How the animal is raised and fed prior to feeding, age/maturity of species may influence the nutrient composition slightly. This is why sourcing your wholeprey from reputable sources, providing variety if you intend to feed entirely a diet of wholeprey is essential and/or if you breed, feed a high quality diet to the prey animals and ensure breeding animals have adequate enrichment.
Some wholeprey feeders prefer to gut and/or defeather or remove some of the thick or long hair from their prey animals before feeding. This helps avoid mess and extra clean up later on and is totally up to the feeder. Intestines and other undesirables may, and probably will get all over the place if the ferret(s) shake them out. Large feathers will be ripped out, especially flight feathers so expect a mess for birds. Ferrets will consume smaller feathers but a majority will be ripped to get to the meaty surprise package. I personally believe in allowing the ferret to freely remove any undesirables themselves makes for a perfect enrichment activity.
Every ferret is different and very unique, so while some will commonly remove various insides, others may not necessarily do so. It is entirely up to the ferret as an individual.