My initial advice is to just say, “Thank you. I didn’t know that,” and move on. Whenever you are learning something new, you will make mistakes. It’s inevitable. It’s part of the learning process. The key to remaining unruffled is to become comfortable with making mistakes, calmly accepting the new information being delivered and avoid letting the method of delivery take priority in your mind.
You can become comfortable with making mistakes by genuinely believing mistakes are part of the normal human experience and even productive when learning a new skill. There is nothing to feel stupid or embarrassed about.
Reacting less emotionally in response to another person’s communication skills is based entirely on your own thoughts and is under your control. You may think the person is harsh and belittling, a thought which creates your own feelings of embarrassment. Another player may think the same person is just being blunt and to the point, which may create neither a positive nor negative feeling for them.
When you encounter a person who you perceive has a negative, possibly rude, communication style, practice changing your thoughts. A new thought, such as, “That’s curious. I wonder why she acts like that?” will produce a far different feeling for you than thinking, “She’s embarrassing me.”
Don’t give it a second thought, however, because you’ll immediately want to get back to focusing your thoughts on your game, not her, and move on with confidence.