Very kindly ask where they were in the room. I listen to people in the audience when they take the time to come to FOH and file a formal complaint, sometimes something exists that you were not aware of, balcony fills amplifier went into thermal, turning off the fills on one side, in the booth on the dance floor, I cannot hear them so without the audience member informing me, I would have never known.
Another time a gentleman came up multiple times telling me there was way too much bass in the mix and he could not hear the vocals. After the third time I asked to accompany him to where he was watching the show, turns out he was standing directly in front of my subs on the ground, he even took advantage of them as a cup holder/table.
As far as feeling better, don't let it get you down. If the mix was good to you and others, it was good. Trust your ears. If your in a less than optimal mix position, side stage, back corner of room, etc. Be very active in walking around the room and listen at key spots in the room.
I have realized that most people do not actually understand how to speak in terms of sound and quickly jump to the 3 common things. Too Loud, To quiet, Bad mix.
They are not sure what or why they are bothered. If the person was standing right at stage edge or 5 feet from a screaming guitar amp, of course it is going to be loud and really there is nothing you as an engineer can do to rectify the situation without having the guitar player modify his settings.
Always mix to your audience, and genre, client.
I started bringing my zoom and throwing it up at my mix position recording 4 trk...getting L/R board feed and stereo of my mix. I use it for reference to check my mixes later, that usually allows a critical look at my mix after the fact and usually I'm more impressed by it later than at the time; and also its nice to be able to send a couple live mixes to interested bands that would like to hire you as an engineer.