She was a graduating senior when she asked me that question. When you think about it, that's a much easier question to ask at the beginning of your career than it is later on. At the beginning, you feel free to ask people for help in learning what you need to know because you are not "supposed" to know everything. You are much more likely to ask for feedback, and act on it, than you are later on.
When you have been working for a while, or when you become a manager, it's much more difficult to "know what you don't know" because you feel that you are "supposed" to have all the answers. And, the more successful your career has been, the more likely you are to believe that you know what you need to know. After all, why would they have promoted me, if I'm not one of the best?
This attitude can destroy your career if you join a new firm at the mid or senior level. Yes, they wanted someone with your superior skills and experience, but there are hundreds and hundreds of new hires at the senior level who fail, in spite of superior skills and experience. One of my clients put it best. "It's a matter of a balance between listening and acting. If you come in and act as if you already know everything there is to know, and never listen to what we have to say, you will fail. And if you come in and just listen and listen and never take action, you'll also fail."
Just go back to that attitude you had when you first got a job. "I want to be the best at my new job. How do I get there? Then, you will naturally seek the feedback you need to be a success.