Yes, definitely! My therapist used to do so at the beginning of our therapy together and he actually changed things based on my feedback. That worked very well and help me make a lot of progress. Now he rarely asks for feedback, if he does ask it's about certain things he says, and when I do give feedback without being asked he normally changes nothing if the feedback is negative. I feel like he has been and has the potential to be a much better therapist to me than he is these days.