Remember to check out the sponsor's credentials. Submitting to uninvestigated contests is expensive and very chancey. There are some contests, like some publishers, who will not like what you have to offer. It is important to learn to identify these. You can learn much more quickly through publishing than you can by starting with contests.
Editors are more likely to give feedback.
Constructive feedback is a clue that your poems have actually been read and considered. Even hostile feedback means you have connected with the editor. If a contest is offerd by a publisher who has published a lot of your work, you may have a much better chance of winning. Chances of winning are not based on excellence as much as on the preferences of the judges. You should not unnecessarily berate yourself if you do not win.