Always ask for feedback on your ideas and on your writing. Comments and suggestions will help you improve your ideas and your writing. Whatever you have thought out or written, it will never be perfect the first time. This is not a failure. Even the best researchers and most brilliant minds and writers have numerous versions of their works. Everyone in academia I know has documents titled ‘final.doc’, ‘final_revised.doc’ and ‘final_rerevised.doc’ and files with extensions _v023 in their folders. Rewriting is not a sign of failure – in contrast, giving your draft to somebody else is a practice of good scholarship. Someone who does not respond well to criticism does not belong in academia.
Ask someone who is prepared to give you an honest opinion on your work. You cannot improve your work if you only get compliments and qualifications like ‘well done’. Also ask for actionable advice. Constructive feedback is more than highlighting paragraphs and adding comments such as ‘unclear’ or ‘?’.
When you ask your supervisor for help, don't say "I do not understand this" or “I do not know what to do”. Instead, explain your understanding and describe what you think you should do next, and ask what your supervisor thinks about it. Usually when you feel you are stuck you have multiple possibilities in your mind, and are just not sure which one is correct. In my experience, however, in most cases your intuition is correct, and your supervisor will confirm your hunch.
The earlier you ask for feedback, the more helpful it will be to you. I say this because it is my experience that some students would rather present a near-final text than a very rough draft. This causes students to delay asking for feedback, while the only changes that they made in the most recent revisions were stylistic additions that did not improve the contents but merely the lay-out. If you delay asking for feedback, you will only reduce the time you have left to do anything with the feedback once you receive it.