Sharing your work is a courageous act.
As creative beings, we might find ourselves particularly sensitive around our work. We desire the exchange of energy that comes with an audience interacting with our work, yet we want to minimize criticism that might feed insecurity or inhibit our growth in the developmental stages. Here are some tools I've found to be helpful when asking for advice and giving feedback on creative work.
Ask a small group of people you trust for round one. This applies not only to semi-completed works, it also includes thoughts and ideas in the early stages. It may seem obvious, but lots of times we get excited and accept feedback from any one. Don't do that. Ask people who can offer valuable advice based on experience -- if you're writing a script, ask a writer, if you're creating a website, ask a designer, etc. When you develop your project a bit more, you can open up to seeing how those who aren't in your field for feedback.
As a receiver, be specific with what you would like them to focus on. I will list specific things I am looking for help on (e.g. "Is this part clear?" "Do I need to add more to xyz here?") The more specific, the better. Conversely, if you are asked to give feedback, ask "What would you like me to look for?" or “How can I best watch/read/listen to this?”. Forming a mutual lens creates trust, openness, and receptivity.
When giving advice, be generous and self-aware. You are being asked for feedback because the other person values your opinion and it's just that, an opinion. Be aware of how you word your feedback; use "I" statements instead of blanket statements like "it's too...". Give positive feedback too! When applicable, freely offer solutions or ideas.
Don't be afraid to say NO to unsolicited advice. I once had an acquaintance immediately after a film festival screening (a vulnerable moment) ask me if I wanted her feedback. I didn't speak up for myself and listened to her critique each section that was lackluster (much of which I agreed with, but it still hurt). Remember: time, place, and circumstance. These days, I would politely say I'm not ready or open to receiving feedback, but maybe some other time. Knowing your personal bandwidth in the moment will help you effectively communicate your needs.