If you are getting criticism from a coach, teacher, mentor or customers it's a good thing because if they aren't giving criticism then they've already given up on you.
Having been to a theatre/performing school for a bit as a kid. They would tell like a 10 year old that they sucked and how they could improve. The kid starts breaking down with visible tears, it's then explained that it's professional criticism. You end up building that skin, and you continue to keep progressing.
But there's a flip side to it. Criticism is often affected by a filter or lens that the other person sees through, by their past experiences, pattern recognition and world view. So you have to take that into consideration. You can be driven off path by taking everyones criticism. Here is a good quote from Jeff Bazos:
"Think Long Term - On feedback and being misunderstood: If we think we are right, then we continue. If we are criticized for something we think we’re wrong on, we change it, we fix it. It’s really important to think about this things, but never to buckle to standard kind of pressure that forces really short term kind of thinking. It’s a competitive advantage to think long term."
- Jeff Bazos
There is not a single way or method to climb a mountain. But you'd be crazy if you didn't take the advise and criticism of others that have gone there in the past or have a deep understanding of the area.
But my personal view is that criticism should never be taken negatively.