Criticism can freaking hurt! Or downright be annoying.
But criticism is healthy because it allows us to look at our lives in another way so we can address problems that we may not have noticed.
Being completely self-aware and being able to see yourself through another's eyes is impossible. Criticism can give us a bit of that perspective.

Don't Take it personal

Haven't you noticed some so many people take everything personally?
What happens as a result?
You are less likely to tell that person stuff again!
Many things AREN'T personal. If you receive criticism that you aren't doing something the right way. Don't feel attacked. They aren't attacking you, And sometimes when people DO "attack" you. I still try not to take it personally. Sometimes people have bad days, and they act like jerks. I'm not saying you should be okay with it. But criticism isn't meant to hurt your self-esteem. It's supposed to be something you can learn and grow from.

Listen

Listen to what they are saying, This is your chance to make some improvements and to grow!
Listen to the criticism and if you feel the person is correct, Then come up with a game plan so you can make the necessary adjustments.

Don't be awkward

Sometimes we get embarrassed, and we start to act awkward with that person afterward. Don't do that!
Not only is it unhealthy and can damage relationships. But that person may not want to help you again. I see criticism
As something that can be a "favor."

What To do if you get bad criticism

Sometimes bad Criticism happens, When you get criticized it's important to figure out what kind of place it came from, Did it come from a position of caring, And kindness? Or did it come from a position of anger and insult?
If it came from a place of anger. You may not want to follow the things above. You still shouldn't take it personally. Sometimes the person you are dealing with is just an asshole. In that case, their opinion wouldn't matter.

Thank you!

If you receive criticism that you feel is unnecessary, Or ridiculous. You can always just say "thank you" as a way to let them know you've listened to what they said. You an then decide if you want to follow through with it or not!
Don't feel bad about not following their advice. Sometimes people don't know whats best for YOU! And you have a right to do what makes you most happy.