Thank them and ask about the problem
Ask what they are trying to get done, not how they want it built. The use case matters more than the idea.
Check whether it already exists
Many requests are met by an existing feature or a workaround. Offer it before you log anything.
Be honest about the roadmap
Do not promise dates or say it is planned unless it is. A clear no is kinder than a vague maybe.
Record the request properly
Log the customer, the use case and the impact so product can count requests over time.
Follow up when something changes
If you build it, tell the people who asked. If you decide not to, tell them that too.