When I went to the writer's conference back in January there was a discussion on different ways to improve your skills. Topics such as classes, writer's groups and critique groups were brought up. All of these have their pros and cons. Having another set of people that can read your work then give feedback is a great way to learn things you may not have noticed on your own.
They can act as beta readers to help you find plot holes or do simple editing for typos. They can be very helpful giving different perspectives on what you wrote. When you are creating the story there is a narrative most likely running through your head so it is possible when you are typing that you could miss something or forget to include a transition making a scene too abrupt without realizing you are doing it.
However there are things to keep in mind if you choose to listen to those in any critique group. They come to the mission of reading your work with their own biases and perspectives so they may want to change things that would make the story more pleasing to their particular tastes instead of allowing it to be the one you wanted to tell. You need to have the open mind to allow the constructive criticism while having the backbone to defend the story you wanted to write. There is a major difference between accepting suggestions and bending over backward to please everyone else.
It can also be scary to put your work into the hands of strangers. Even to be the one reading someone else's work can be difficult. You want to give more than "I like it" or "It just needs some work". You want to be specific just as you hope people will be honest and specific about your writing. Yet when you poured hours and weeks into committing the book to paper it can seem impossible to put it into the hands of someone that might tear it apart and tell you they don't like it. It can seem personal when it is only meant to help you improve.
I am a member of a few writer's groups and I have attended classes and workshops in the past. It is still a learning curve for me and I rarely provide anything of my own to read. I do my best to keep the same open mind when reading other's stories as I would about listening to feedback on my own. I recommend trying to find one or two that makes you feel comfortable while gently pushing you past your comfort zone. The world it opens up can be incredible and inspiring.