Silmarillion - Chapter 07 - Of the Silmarils and the Unrest of the Noldor

[Texadan]

Feanor is one of the few Noldor who never listens to Melkor’s counsels

It's true he didn't listen to them directly but he did listen to them when they came in a round-about way through his own people. He wasn't proof against the lies, he just didn't like or trust Melkor. One wonders why, when a relative was repeating rumor, he never said, "This sounds a lot like what Melkor was saying."