As far as what makes people in general "fear" criticism, be it constructive or not, has already been pretty well covered, but I have to say, as much as I like receiving reviews, the one thing that makes me really cringe is when I get a "OMG LAWLZ UR STORY WUZ KEWL" breed of review.
As much as I am glad that they a) took the time to comment, and liked my story, I am rarely trying to appeal to the squeeing fangirl demographic, and so when I get that kind of review I can't help but be mildly mortified.
On the other hand, if someone took the time to brutally point out every last misplaced comma and continuity hole in my story, despite the fact that I would initially be no doubt embarrassed and potentially unhappy about this (hell, no one likes to hear they aren't prefect after all)... but in the long run, I would probably read over the review and go, "okay, well I disagree about this part, I can't really change that because it would mess up X, but Y and Z, now there are two things that I could play around with..."
And all in all, have my writing enriched because of it.
In short: if you find my story http://original.adult-fanfiction.org/story.php?no=600098743, please, don't worry about my ego, rip it to shreds!