There are swathes of blogs and books promoting the notion that we should seek the quickest possible feedback to develop ours skill. The most prominent example I can think of comes from Daniel Kahneman's Thinking Fast and Slow (emphasis mine).
The conditions for learning this skill are ideal, because you receive immediate and unambiguous feedback every time you go around a bend: the mild reward of a comfortable turn or the mild punishment of some difficulty in handling the car if you brake either too hard or not quite hard enough. The situations that face a harbor pilot manoeuvring large ships are no less regular, but skill is much more difficult to acquire by sheer experience because of the long delay between actions and their noticeable outcomes. Whether professionals have a chance to develop intuitive expertise depends essentially on the quality and speed of feedback, as well as on sufficient opportunity to practice.
Daniel Kahneman is very good with mentioning the research that gives him confidence in any particular statement, but in this case a reference is lacking. Perhaps he thought this is too intuitively obvious to require a reference (a sort of axiom of Psychology/Sociology).
It is easy to find solid evidence that certain types of feedback are superior, positive over negative for example, but I have tried in vain to find suitable references for the speed claim. So the obvious question is, does quick feedback really lead to greater expertise?