Constructive criticism is intended to help you improve as a person and to guide you, not to make you feel inadequate and bring you down. If your teacher gives you a critical feedback on your paper, it is not because he thinks you are stupid, but because he thinks you have some work to do.
If you find yourself always getting defensive, crying and feeling upset when you are given what is supposed to be a helpful feedback, then work on being less sensitive and start thickening your skin. Accept your flaws and work on being able to hear criticism that is meant to get you improved.
When your boss sends you a terse email, he just wants you to do your job better, not to make you feel bad. Control your emotions and do not get devastated whenever someone says a negative word.
When you are being so sensitive, people will be less likely to tell you the truth and they will be like walking around on eggshells every time they talk to you. If you want to best deal with criticism, you need to understand the message behind it. As you determine that criticism is constructive, break it down to figure out what to do next.
Sure it hurts when your friend says you are obsessed with yourself, but take into account the message behind it and that your friend just wants you to be more empathetic. If you hear similar comments from people around you, then there is really some truth to those words. Therefore, you need to write down the thing that you need to improve and make a plan for it.
This is the best way to address a constructive criticism and become a better person. If the criticism you have received is delivered in a helpful and friendly way, take the time to thank the person for being honest; this is a sign of maturity.