Anecdotal generally means 'by stories'. 'Anecdotal evidence' means evidence which comes from stories people have related - contrasted for instance with scientific research. So anecdotal feedback, I would guess, means feedback via individuals' stories/accounts of what something is like - it could be a written account. Even one story may be described as anecdotal evidence! Anecdotal evidence can be the most relevant and worthwhile data, but it's not highly rated by science. Occasionally you will find turns of phrase like 'the evidence was only anecdotal' - it's very idiosyncratic because individuals are all different etc.