How not to be considered fake or easily influenced?

I personally do my best to be a better person and to do what is right and best, but some of my friends and family don't approve of it. They say that I should "be myself and be proud" and that I am letting things influence me. That is not the way I see it though, I don't indulge in bad influences like some people and just blindly follow anything, I try to use what I have seen and experienced as advice to be better and to reinforce my strengths and patch up my weaknesses. About that I get told that trying to change personality is bad and that a person should keep themselves in the state they are and be proud of it. I however see this explanation not as self confidence but as being rigid and even anti social, what is so wrong with being open to new things and letting life influence and experiences define you as opposed to defining the world based on yourself. They tell me I'm trying to be somethin I'm not and trying too hard.