Creating visual feedback in command-line interface (CLI) applications is essential for keeping users informed during long-running tasks, such as data fetching or heavy computations. One effective method to achieve this is by implementing a loading spinner, which serves as an animated progress indicator. The lesson outlines a straightforward approach to build a spinner in Go by defining a function that utilizes character sequences to simulate rotation. Key steps include establishing a loop to print these characters while managing control characters to overwrite the output line for seamless animation. To enhance user experience, the spinner runs concurrently with the task it indicates, employing Go routines and channels to allow for real-time updates. The lesson emphasizes potential improvements, such as creating a dedicated spinner type with configurable properties, thus enabling reusable components and further refining the user interface in future projects.