Yes, I've struggled with it. Not even that I'm angry at it, but it embarrassed me that I didn't see it before. I also cringe to know what people really, really think, particularly if it's an area that matters to me. While I don't have it all cases, the following has been helpful:
1. Whether I know it or not, people are still going to hold those opinions, so it's better that I have the information to work with so I'm informed and also so I can correct any misconceptions.
2. People cannot tell you who you really are. All they can tell you is how they perceive you. By welcoming those impressions, you get a more balanced picture of what you are putting out there and how it is received. Sometimes this brings to our attention behaviours or motivations in us that we aren't consciously aware of, or allows us to think why people are arriving at certain impressions if they don't feel accurate to you.
3. No one brings objectivity with them. They will perceive you through the lens of their own information, insecurities, motivations, personality, culture and experience. I used to think that when people said something negative that it was the Truth. I realize now that there are a number of factors to consider in the mix. That's not to say that they aren't giving us useful information, but one person's statement is only a snapshot at that time, and where both of you are at in that moment.
4. Often I ask my violin students to record themselves playing. The information they can collect while playing is limited by executing the task and the emotions and thoughts they are experiencing during that time. When they watch themselves, they notice many factors that they couldn't before. Sometimes we need an extra set of eyes to help us out and to give us advice.
5. Most difficult tasks (as long as there's want to) require either more information to work with or else more practice to improve. If you don't have sufficient information, you need to seek out people who do so that when you are practicing, you are doing the job correctly and efficiently.
6. There is a lot of trust developed in the process of making yourself vulnerable enough to either give or receive feedback and have the other person accept it openly. That doesn't have to mean even that they take the advice given. Just that they hear it. In the process, both parties are more assured that they can count on honesty in the relationship and also begin to trust that a different opinion or viewpoint doesn't mean dislike. If you only experience this very seldom with high anxiety or anger surrounding it, it's terrifying, but the more often you navigate it, the less of a big deal it feels like for the giver or receiver.
7. Whether there's good will in the criticism or whether there isn't doesn't nagatw the value of the feedback and also doesn't negate the value of what we can learn from the exchange. I had a piano teacher who lost it at me in a lesson one day, quite unexpectedly and I was devastated. However, I learned a lot about how to approach a problem and resolve it in a better way, how to close the circle after a problem with someone, and it also sensitized me to how what I was doing could be misread. She was a miserable, though talented person, but I learned just as much as I would have from someone kind and I was glad my parents helped me navigate fixing things instead of just quitting lessons with her.
8. I tended to confuse people's criticism of my performance with dislike of who I was at my core. I guess I felt that my judgement, which prompted my behaviour was a part of me, so therefore something was deeply flawed with me at my core. When you distinguish between the two, it is much less threatening.
9. Learning to take more risks generally is helping me adapt to feeling foolish from time to time instead of just avoiding anything where I could look incompetent. After awhile that feeling of panic does down because it's more familiar and you know you'll live through it. Making mistakes in front of other people also makes you more approachable.
10. Developing confidence in several areas not only familiarizes you with the steps in the learning process but also affects your self perception. If everything is riding on one thing and someone criticizes it, we are deeply affected, but if you know you are a competent person in other areas, you are more likely to see the criticism as task specific, not as a reflection of your ability to learn or be of value, etc.
Just a few thoughts to mull over.
Any unpleasant thing becomes less fearsome if we do it enough that we know what feelings to expect and their intensity decreases so that the emotion doesn't capsize our rational self and make us avoidant or defensive. Over time, we realize we'll come out the other side okay, if we do it often enough and invite it rather than fighting the process.