Most of us strive for self-respect — to see ourselves in a positive light, to be proud of who we are. Any comments or experiences that undermine those feelings of self-worth can be uncomfortable and it's only natural to want to avoid them. But the thing is, whether your self-worth really is being undermined is, to a large degree, subjective. Much of it comes down to your perception of what someone said or did.
When you take things personally, you're interpreting these situations as saying something significant and negative about you as a person. Say your boss picks holes in your sales report, and you come away feeling like this means she thinks you're a poor member of staff. Or, two of your friends cancel your planned get-together at the pub and you interpret this as meaning they're bored of you. Psychologists have a term for this way of thinking: personalisation.
But the reality is that your boss might view you very highly. It's just you made some mistakes in the report and she wanted to point these out so that you do better next time. Similarly, in the case of your friends cancelling, perhaps they both felt unwell that weekend or they just changed their minds.
In both examples — and others that we all experience — there's another process at work that psychologists call mind reading. This is when you assume to know what other people are thinking about you, when you can't really know without asking them directly.
One simple way to avoid engaging in personalisation and mind reading is to challenge your negative assumptions of what's happened. When you find yourself taking a situation personally, try to think of other interpretations that are less focused on you — especially in the sense of saying anything deep or fundamental about you.
When you do this, it might help to try to put yourself in other people's shoes. The fact your boss took the time to give you feedback at all means they care enough to want to help you improve. When it comes to your friends — maybe it's because your friendship is so strong that they felt able to cancel at late notice.