Great question Sisabel. I think it depends on the person and situation. If there is a person in your life who seems to be repeatedly giving unsolicited advice, then I would recommend a direct but calm conversation with them. Something simple like: "Sometimes I am just venting and appreciate when you listen. If I ever need advice, i will let you know. Thanks for listening."
If it's a one-off with someone, you could probably just let it go.

if you aren't sure if you are over-reacting, I recommend running the scenario details by someone you trust. I think you said previously that you are married, yes? Try asking your husband what he thinks about a given comment or dynamic. That's what I do sometimes with my partner. I tell him ahead of time that I won't be offended if he tells me that I am taking something too seriously etc

It's natural to be irritated by unsolicited advice...nobody feels good about that. I think the key is to ensure that your response is calm and proportional rather than reactive or avoidant. If that makes sense.

Peace to you!