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Thanks for the Feedback: The Science and Art of Receiving Feedback Well discusses mental blocks that prevent us from accepting and incorporating feedback and how to overcome them.
An interesting insight in the book is that there are three kinds of feedback:
Appreciation. E.g. "thank you for setting up the weekly bug triage process".
Coaching. E.g. "consider sharing more background in your presentations".
Evaluation. E.g. "you're on track to get promoted next year".
Sometimes feedback conversations fail because the participants have different expectations about the type of feedback being discussed. For example, it can be frustrating to receive evaluative feedback if you're expecting to be coached. Similarly, appreciation can ring hollow if you're expecting an evaluation.
So when giving feedback it is important to be mindful of the type of feedback you're giving and the timing of it. When receiving feedback, it can be helpful to take a step back and consider if the conversation is meeting your needs.