One thing it would be good to remember is your sister is 10 years older than you are! So, she has had 10 years more experience in life so, of course, she "knows" more. But, what she knows is only good for her life, you have to learn your own lessons and "grow up" in your own time and you are doing that.

I found it confusing looking at my mother (and step-sister who is 13 years older than I am) and thinking about what a hard time they had and yet how well they did things. I had to quit comparing myself, use the energy to learn what I wanted to learn instead. What your sister thinks you should do and thinks you are good at or need to learn are all from her perspective and not much use to you if you aren't interested in them. If you want to listen to your sister better, train yourself to repeat what she says back to her before you go do whatever. You can learn whatever you want but you have to want to learn it and take it on like you would a math problem in school to solve; no amount of someone else telling you you need to learn it will be useful, that's just noise over your head making you anxious. Ignore what makes you anxious and refocus your thinking on what you want to know, learn, do. Don't compare yourself with anyone else and make friends with yourself by talking to yourself and encouraging yourself and reminding yourself of things, etc.