It is always wise to listen to advice. You have the ability to ignore the advice if you disagree, but by not listening you may miss out on valuable ideas or information. Declining advice without hearing what it is first is both foolish and disrespectful.
When people offer advice they often mean well, and want to help you in some way. It can’t hurt you to hear the other person’s point of view. Their opinion may be based on experience with a similar situation, or they may simply have a different perspective than yours. If you open your mind and listen to suggestions intended for your improvement, you will learn something new about yourself and them each time they speak.