Other People’s Opinions

Please help me to better understand this statement: “Other people’s opinions have nothing to do with me, good or bad.”

I understand that others have their own brain with unique experiences, personality, etc. that contributes to their opinions but when I am directly involved, it seems like I would have something to do with their opinion. There is freedom in really knowing that other’s opinions have nothing to do with me so I thank you in advance for your help in making this more clear to me.