In order to get feedback, you have to present your ideas. Write up what you're working on, even if you're not ready to write a full conference or journal paper, and show it to people. Give presentations at seminar series at your university, at conferences, and at other universities and research labs when you get the chance. Your advisor should help you find appropriate forums to present your work and ideas.
Many fields have informal workshops that are ideal for presenting work in progress.
Attend conferences and talk about your research. When you meet someone new and they ask you what you're working on, seize the opportunity. Giving feedback to other students and colleagues is useful for many reasons. First, it helps you to polish your critical skills, which are helpful both in understanding other people's work and in evaluating your own. Second, it helps you to build a network of people who will be your colleagues for years to come.