They used to when I was a kid, mostly my mother, since I barely saw my dad, he was always away working and stuff.. anyway, I understand that she didn't mean to put me down, but she said what she ment, without knowing how the impact would be on me!
Why it bothered me? Well.. obviously because they should be supportive rather than them being so critical, and focusing on the negative sides!
Right now, I do consider their opinion but I do what I want, I just listen to their points of view!