Is there an Option in feedparser to query only the new entries newer then feed.updated? 
Or can you set a parameter to get only entries from a specific date/today/week etc.? (Safari´s RSS Reader provides this options...)
I don't understand the question as written.  An RSS feed is an XML document.  Feedparser retrieves and parses this entire document.  It can't query just part of a document.  It's up to you to write the code around feedparser to extract what you want (e.g., for each entry, you can look at d.entries[0].date and compare it with another date/time stamp or range to determine if you're interested in it or not).
I don't know what you mean by looking for entries newer then feed.updated, since there shouldn't be any (the newest entries would have been entered when the feed was last updated).
Feedparser Date parameter/Time-specific query