The feature matrix is defined by the features (variables) of the dataset you're using. Each row of your feature matrix corresponds to a node in your graph, with one column per feature. Let's use an example from the paper
Per your Cora dataset example, the paper states they used the "sparse bag-of-words feature vectors for each document" to create their feature matrix. So each individual research paper is a ${1 \text{ x V} }$ vector, where $\text{V}$ is the size of the vocabulary. Each entry in the bag-of-words vector is either $0$ or $1$ to indicate whether or not the word encoded at that index appears in the research paper.
With that in mind, the example GCN matrix triplet $\text{(A,F,C)}$ for the Cora dataset would be:
- $\text{A}$ would be each research paper's citation links to other research papers (undirected links in the paper)
- $\text{F}$ would be each research paper's bag-of-words vector
- $\text{C}$ would be each research paper's class encoding (Cora has 7 mutually exclusive labels)
Hope this helps!