For most issues and feature wishes, you can use the bug tracker.

You can also join the #mingw-w64 channel on OFTC (or on freenode where messages will be relayed to OFTC).

The subscription is done over email and, after the first one, the mailing-list sends a message. It is possible that it gets marked as spam and you should therefore check there if you don't receive a confirmation within a few minutes of your subscription.

• For all questions: users@lists.win-builds.org.
  Send an empty mail titled subscribe to users-request@lists.win-builds.org. Unsubscribe works similarly.
  Browse archives.

• Announces for security updates: security@lists.win-builds.org.
  Send an empty mail titled subscribe to security-request@lists.win-builds.org. Unsubscribe works similarly.
  Browse archives.

• Announces for updates: announce@lists.win-builds.org.
  Send an empty mail titled subscribe to announce-request@lists.win-builds.org. Unsubscribe works similarly.
  Browse archives.

• The mingw-w64 mailing-list can also be appropriate.