When I first started writing, I wasn't ready to share. It took a long time before I was willing to show my first novel to another person. My first readers were family - my sister, brother and a cousin. They each had different view points. And each time they said something about a character I felt a combination of astonishment and violation.
They were talking about the people in my head! Frightening and exhilarating.
Then I discovered online peer review. I was lucky to stumble on to two excellent sites - Critters for my Scifi and American Zoetrope for my screenwriting. I learned a lot from reading other people's materials. There's a mixed bag of writers out there and you get quite a range of reviews. Some helpful and some just slinging words at you to fulfill their review requirements to get their own stuff posted. I dutifully did my reviews and posted nervously.
There's a mix of dread and glee when you start posting for the first time. What if they hate it? What if they love it? Should I tell them I'm a newbie? Will they be mean?
Then the critiques come in. It's hard to tell, at first, who knows what they're doing and who's making it up as they go. But eventually you get a feel for a good critique. And that teaches you how to be better at yours. At Critters, I shied away from the novel excerpts. It was too much of a commitment. And what if I committed to reading the whole thing and it was a bomb? What if the people committed to read mine were a smidge below me in skill level?
Eventually, the online stuff just wasn't enough for me. I started checking around and found a critique group in the area. I have to say, at this point in my journey, that face to face is the best. We debate, we brainstorm, we gossip. I have a deadline to get work out to them. And best of all, I have a support group of aspiring writers.