Depends on the type of feature request.
For most feature requests the project issue trackers are likely the best place.
- Lemmy backend: https://github.com/LemmyNet/lemmy/issues
- Lemmy default web interface: https://github.com/LemmyNet/lemmy-ui/issues
Alternative UIs and apps have their own issue trackers as well.
If it's something that's just about configuration or something we have built ourselves !support@lemmy.world can be a good place for that.
Feel free to reply here though and I can tell you where it's best placed.
you'll want to follow https://github.com/LemmyNet/lemmy/issues/818 for that