When someone tells you that you are messing up, thank them.
They are doing you a favor.
It is easy to be blind to our own mistakes, errors, and shortcomings.
We need others to see for us what we cannot see.
This does not mean that they will always be right, nor that you will always want to hear or accept what you are being told.
Regardless, take the time to listen, reflect on what is being said, and, instead of becoming hurt, offended, or retaliatory, look for ways that you can improve.
An attitude of graciousness, humility, and open-mindedness will serve you far better in life than one of obstinance or defiance, although these have their place.
There is always room to improve, to better yourself, and to grow in understanding and effectiveness, so be thankful when someone points out ways in which you can do this.