Get feedback on small snippets of your work. If it's positive, ask someone else. If it's negative but not helpful, ask someone else. Keep asking people until you find someone who can tell you what you're doing wrong. And stop being embarrassed about your little closet hobby, it's actually very cool.
It should be fun, really. If it's not fun, if it isn't cathartic, do it different. There's no right or wrong way to do the whole writing thing, but I encounter a fair number of people who are miserable doing it. It's like they fall in love with the idea of being a writer, but never fall in love with writing itself. Fall in love with writing. It makes a difference.
I remember not knowing how I was going to pay for my college textbooks one semester, then seeing that there were ebooks of all of them for a fraction of the price that I could download on my laptop. It started me down a long road that's ended with me preferring the cost and convenience of ebooks over print. Being able to just email my book to people who can't afford it is literally priceless. I love it.
I love the good and bad reviews equally. There's something to get from all of them, whether it's validation, humility, a good laugh, or most importantly, knowledge about what readers expect and how I can improve, whether it be in marketing to a different audience or writing better.