Cannot initialize type '' with a collection initializer because it does not implement 'System.Collections.IEnumerable'

You are using here the collection initializer in C# :

new myClass{a,b,c} 

where myClass is a collection, and a,b,c will be inserted into this collection.

But, the notation you need to use is the object initializer:

new myClass{
   myProperty1 = a,
   myProperty2 = b,
   myProperty3 = c
}

where the member of a myClass will be initialized. Or maybe you need to use classic constructor and then change your bracket with parenthesis:

new myClass(a,b,c)

Should be:

var query = from r in ent.Rentals
           join a in ent.Agents on r.ListingAgentID equals a.AgentID
           select new Feeds
           {
                    Agents = a,
                    Rentals = r
           }