I finally saw my friend feeds on Spotify app on my iMac, and said wow, friend activity is finally working in Spotify! I was happy, because I knew I could never get it to work on the iPhone app or Android app. But now, when I went back to the iPhone app, the app still won't see any of my friends or friend activity. When I say "follow all" or "save" or "continue" or whatever it always just sits there and does nothing, how ever long I wait (I've even waited 2 minutes!) So, I've narrowed the problem to the phone app and not being on the MacOS app. I do have the latest version of Spotify on my new iPhone 6 Plus 128GB.
The attached photo is before I press "Follow All" and "Done". Then it goes back to the screen that says "No recent activity". It says I should try to follow some friends to see what they're sharing. I know my friends show activity on Spotify Mac, so I know they are sharing activity so they should show up.
I think I had the same problem on Android too.