Is the feedback coming directly to you, or are you hearing gossip? Feedback given directly to you is a gift. Gossip, I take with a grain of salt.
What I mean by feedback being a gift is this. That member had two choices. They could simply stop taking your class or they could tell you what they’re having an issue with. Rather than just leave your gym or your class, they chose to let you know how they’re feeling.
Do you have to act on all feedback? Of course not. Sometimes the feedback is something you can’t change (I got a comment in the comment box once that I was too short!). Sometimes the personal characteristic is something you could change, but is part of your teaching personality so you will purposely choose not to change it. For example, I tell jokes in my group-ex classes. The people who attend my classes like it, or they don’t stay. But my classes are well sized and I continue to attract new members, so I keep this persona. If my classes were getting smaller or I weren’t attracting any new people, I’d consider changing, but that’s not happening.