Hi elin95!
You don't sound 'too sensitive' to me.. I find it perfectly normal to feel horrible when somebody's being mean to you!
As for people at work criticising you, is it possible they're trying to give you good constructive criticism?
The first job I ever had was working as a personal assistant in primary school to a boy who suffered from mental health issues. When I got the job, I had very little experience of even being around children. I also wasn't trained for the job, so the boy's teacher had to give me a lot of feedback and guide me through it. When I left the job, she gave me a little present, and on a card, had written some lovely things about our time working together. One of them was 'You receive criticism very well, heeding advice and all the time working to become better at what you do.' I was really surprised as until then, I'd always felt over-sensitive to criticism. However, at that job, I felt such a sense of responsibility as I was working with children and was so eager to do well that I had indeed breathed in all the advice the teacher(s) could give me. So, in that sense, I find that even 'negative' feedback can in fact be 'positive' and not something to be feared or taken personally or as the other person scolding me.
That being said, I find that if you've got low self-esteem (like I do) and those insecurities show on the outside, there are people who will strike where it already hurts. I have no idea what they get out of this or why they do it. Perhaps, it's as simple as people normally hating in others what they cannot accept about themselves. Whatever the reason, it's wrong, but sadly, we can't change anyone but ourselves. All I can say is, don't believe a word they say! It's not the truth about you. They're only saying those things because they themselves have got issues!
As for the bullying you're experiencing, that really needs to stop. It's horrible you have to fear something like that every day you go to work

You might report it to your superior if you think it would help. The last thing we want, though, is for the bullies to make your life even harder if they think you're a 'snitch', so I hope your superior is nice and understanding and will really listen to you. Maybe he/she could act as a mediator if you feel you'd benefit from talking things over with the people who are giving you a hard time - you know, so you don't have to confront them on your own. If you feel they won't stop no matter what, then I'd suggest you try and find another job if at all possible. I'm sure it'd be a relief.
Hang in there, keep your chin up and remember that bullying is never your fault!