We often hear this from friends, relatives or people generally. You need to toughen up or you need to not take it to heart. The problem is as social beings, we as a species need that positive reinforcement from our peers.
It is something ingrained in us from a very early age. You want us to be well rounded individuals, to not have that inner demon that turns someone from a nice person into a serial killer or whatever.
But then we push, bully, badger people who don’t fit in with our “norm” values. (I mean as a species, not me individually). So, why should we be telling our kids, peers etc to toughen up, get thicker skin or grow a pair?
Yes, we don’t want people to walk all over us. There is however the need to live and let live.