Still, I get nervous about the idea of some one else reading my work. It's scary. What if they judge me? I've learned to accept that we are all scared, and that most people are too worried about being judged by others to judge me to harshly.
When I started writing, I did it for myself. (Because the story was inside me and it needed to get out.) But I wrote with the intention of it being read. Hopeful by some one outside my family. That where the critique group comes in. For me, this is a safe environment where I can share my work and get direct feed back.
I am a member of two local writers groups. For me, meeting in person is an important part of the process because it insights conversations that can lead to new inspiration and ideas. My reviewer can give feedback and I can ask questions about why she felt that way. However, there are also online critique groups that some writers find helpful. That being said, be careful who you let read your work. Show your work to other writers who you respect and trust.
The two groups I'm part of utilize different methods. One group meets weekly. We email our chapters or short stories before hand, read and comment on each others works, and then come together to talk about it. We don't need to mention every typo circled because the author has a copy of each critique, but we discuss key points of improvement. The other group meets twice a month and we bring sections to read aloud. This gives the audience the chance to hear the flow and continuity of the piece and focus on what works for the over arching whole. No one is going to catch your typos for your this way, but it is a chance to get feed back on how the story works over all.
The purpose of a writers group is to help the individuals with their craft. Before reviewing each others works, we all agree that we are going to critique in a constructive way. We note specifically what works and what doesn't. The comments always refer to the writing not the writer. The author is, of course, takes what she can from the reviews, accepting or rejecting as she sees fit.