Note: I'm only talking about constructive criticism in this article.
People are bad at receiving criticism
We take any kind of criticism as a personal attack when it's usually not the case. Most of the time the remark is about something we did and we can do better, not about something we are.
Nobody really cares that much about you, surely not more than you care about yourself. I'm sorry. (First learn to truly care about yourself before expecting someone else to care. But that's another topic for another article.)
Receiving feedback is important
Learn how to receive feedback. Welcome it. Just shut up and listen to it all without interrupting mid-sentence.
After they finish talking then and only then (after thinking for a few seconds) thank them for their feedback.
Now you have 2 choices:
1. You realized you screwed up
2. You're none the wiser and think you're right (maybe rightfully so, the feedback is not always correct)
If 1: Tell them so. And then act and change. No point in receiving feedback if you're not willing to change.
if 2: Tell them you'll think about what they said and get back to them. When you go home, lay down and think. After you reached a conclusion, actually reach back and update them. The update can even be I don't think what you said is correct because of X, Y, Z. Make sure though to list X,Y, and Z.
Give back: Give feedback to others
After you learned how important it is, start to give constructive criticism too. Never forcefully or directed to the person. It'll help them grow professionally and improve.