Listen attentively.
Make sure you understand the criticism and what needs improvement. You may even want to paraphrase the other person’s remarks.

Ask for details.
Find out as much as you can about the incident(s) described. Ask lots of open ended questions to gather all the information that you can.

Find something to agree with.
You don’t need to say that you were wrong if you weren’t, but it does do a lot for your own integrity for you to say that you were wrong if you were. Of equal importance, you need to acknowledge the person’s right to criticize and to recognize the importance of the person’s concerns. If you cannot agree with the other person about any aspect of the criticism being offered, you could be perceived as rejecting the person as well.

Try not to take their comments personally.
If they’ve learned anything about offering feedback, they will know they need to speak to your behaviors and not your personal self, but not everyone knows this. Consider that they are being brave and offering feedback (not an easy thing for most people to do) as an opportunity to improve yourself.