You have to get knocked down, a lot. And eventually you become immune to it. The key to developing thicker skin is resilience. And the only way you can become resilient is to get knocked down, and get back up again. Never let them get you down.
But seriously I remember when I was getting bullied in high school, someone would shout out something homophobic in class and EVERY ONE would laugh. And all I could think would be "don't cry...don't cry...don't cry...don't move...don't even flinch...sit perfectly still." And I would have to sit there with a lump growing in the bottom of my throat and my eyes wide open in an attempt to dry them out. If I blinked, a tear might fall out, and I didn't want that. I was also paranoid that if I twitched, or moved, they would see it had affected me. So I would try and sit perfectly still, like a statue. It's sort of like a "practice makes perfect" thing. If you're in enough situations where you have to force yourself not to cry, you'll develop thicker skin.
And now my skin is thick af and I'm a tough bitch. Getting bullied was the best thing to happen to my strength. It made me resilient.
