It's already a process to know and figure out what one wants to do when they enter the game development world, but unfortunately it doesn't always become easier as time goes by. Simply making the choice to become an indie developer over working for a company or vice-versa is a major decision in itself. These types of hard decisions will keep on coming as you get deeper and deeper in the game development world and especially on the indie side, since usually when you get to work for a company a lot of decisions are made for you.
Creating your own art
A big part of being an indie developer is creating your own style and art. What does that mean? That means you're putting your idea out there as a creative piece waiting to get criticized and judged by other people. A lot of people get offended when their game is not liked by everyone and with reason; you've put your blood, sweat and tears in the game and you just wish that everyone could understand and feel your vision for the game. However, that's not what art is. Art should be let for interpretation to an extent, and that's where comes all its beauty. The fact that not everybody experiences the exact same thing, or the exact same feeling is what makes art interesting. Same thing goes with games. Some games will bring different emotions to different people depending on their past experience and their stage of life. There definitely are games that I used to dislike and as I picked it up again after some time, I ended up liking them or vice-versa. So understanding that your game will NOT be liked by everyone is very important.
When should I be looking for feedback?
Always. At the end of the day, you're still making the game for the users and you still want them to find the game fun for them. The tricky part is as you're making the game, you'll have to be very vigilant because not every feedback is a good feedback. So, sometimes you'll have to figure out if that's a feedback that you want to keep or if you'd rather listen to yourself and your direction. Both don't have to always be mutually exclusive but making sure you keep your north is very important. Once you know what's the big picture and the general direction that you're trying to take your game, you can start asking for feedback. The ones that stray you away from your general direction might not be the ones you want to follow. The ones that understand the vision and tell you other ways to reach it, these are the most valuable ones because they align with what you're aiming to do.
Sometimes, if enough people tell you that the direction you're heading is not interesting for them, you might also need to consider pivoting and changing direction. That's very common in a lot of games and just startups in general. People start with an assumption that gamers or users will like and after doing some testing and some researching, they realize that their assumption was not quite true so they change to fit what the users want. That's a great way of pivoting.
If you're looking into knowing exactly and how to pivot, I suggest reading: The Lean Startup.
Creating your own art
A big part of being an indie developer is creating your own style and art. What does that mean? That means you're putting your idea out there as a creative piece waiting to get criticized and judged by other people. A lot of people get offended when their game is not liked by everyone and with reason; you've put your blood, sweat and tears in the game and you just wish that everyone could understand and feel your vision for the game. However, that's not what art is. Art should be let for interpretation to an extent, and that's where comes all its beauty. The fact that not everybody experiences the exact same thing, or the exact same feeling is what makes art interesting. Same thing goes with games. Some games will bring different emotions to different people depending on their past experience and their stage of life. There definitely are games that I used to dislike and as I picked it up again after some time, I ended up liking them or vice-versa. So understanding that your game will NOT be liked by everyone is very important.
When should I be looking for feedback?
Always. At the end of the day, you're still making the game for the users and you still want them to find the game fun for them. The tricky part is as you're making the game, you'll have to be very vigilant because not every feedback is a good feedback. So, sometimes you'll have to figure out if that's a feedback that you want to keep or if you'd rather listen to yourself and your direction. Both don't have to always be mutually exclusive but making sure you keep your north is very important. Once you know what's the big picture and the general direction that you're trying to take your game, you can start asking for feedback. The ones that stray you away from your general direction might not be the ones you want to follow. The ones that understand the vision and tell you other ways to reach it, these are the most valuable ones because they align with what you're aiming to do.
Sometimes, if enough people tell you that the direction you're heading is not interesting for them, you might also need to consider pivoting and changing direction. That's very common in a lot of games and just startups in general. People start with an assumption that gamers or users will like and after doing some testing and some researching, they realize that their assumption was not quite true so they change to fit what the users want. That's a great way of pivoting.
If you're looking into knowing exactly and how to pivot, I suggest reading: The Lean Startup.