f you truly respect yourself, then you see yourself as a person who can be even better. Constructive criticism can help you achieve those goals.
Of course, if someone is just being mean or trying to hurt you, then you have to learn to throw that feedback out the window. Sometimes it can be hard to tell the difference between someone who tells you something that is true in a harsh way and someone who tells you something mean in a "nice" way; it takes discernment to be able to tell the difference.