Learn how to take comments less seriously. Generally overly sensitive people get hurt easily when they feel someone said something to them in a 'wrong way'. Most of the time, whatever is said is not really rude or critical or even directly towards you, the person could be having a bad day, or their words are taken out of context.

2
Raise your level of confidence. Having confidence does not happen overnight as it take take time, maturity and practice to be sure of oneself. If someone makes a comment about you and you are either, ready to burst into tears or feel incredibly sad, respond back with a simple comment and do not overanalyze it. Think that it is not anything personal against you and take it in stride.

3
Stop with the 'I care so much about what everyone thinks of me' attitude. For starters, a caring attitude is a great quality and definitely needed in this world, but putting everyone else opinion of you above your own create problems. You have to build self-value in yourself and do not let a person's words ruin your whole day. Look at it this way, their words flies out their mouth, so at the end, they probably would not remember what they said. So if they do not care, why should you?

4
Change your thoughts and you will receive positive feedback. Reflections of own selves tend to bounce back on others so if you are super sensitive about everything in life, there will be people who will seem 'critical' of you. Improve your thoughts about yourself first and