In any creative pursuit you will have people giving you advice. My first thought is to ask if that person has had any success doing the same thing. If I’m a painter I’m going to take advice or criticism from other painters, but especially one who has been successful. Some people will think you're just being defensive, but you need to work out the filter you run all the advice you get through. Some you take to heart and some you have to politely discard or ignore.
People know what they like or don’t and they want to tell you all about it. When you get criticism you don’t have to take all of it or none of it. You can pick the parts you think have merit. For your own sake apply your filter.
I read that Craig Ferguson has a meeting after every show with someone who critiques his performance and helps him stay on his best game. Personally, I don’t know how he does it, or why that person doesn’t have his own show if he’s so smart. But the point is that Craig doesn’t mind the criticism. I imagine he takes the parts he can use and discards the rest.
We tend to take criticism to heart and often from the wrong people. A booker or bar manager sees more bands than anyone else, and they know how the audients reacts immediately. Their livelihood depends on it. I’ll take their advice. The person who just wants to hear his favorite song, not so much.
If you’re not quite ready to ask someone you respect for advice, try this: Have someone video your performance and critique yourself. Listen and watch. Would you pay to see that show? See yourself the way your audience sees you and if there is something that needs changing do it.
Ze Frank has a YouTube channel and gives some real good advice. Look for the video titled “Thoughts on the Creative Career” where he goes over some advice he wishes he’d been given sooner. Check it out. I think it applies very well to musicians.
If you are willing to do the work to keep improving you’re already ahead of most other bands. Sorry other bands.
Keep writing. Keep getting better. Never think you’re as good as you can get.