You should learn how to improve your mental game.
Also, if your co-captain is a much better player than you, then yo should welcome the advice. It is a team competition. On my team, I am the co captain. I am much much better than everyone on my team. 90% of the time a time out is called, it is called by the player and I come over. For playoffs or big matches I may step in more frequently. However, the players on my team have learned 2 things: first, I typically give them good advice and get them out of jams pretty consistently, I explain things according to each players ability and communication style, so they trust me. Second, I can play well, and they see over and over that I know what I'm doing. Most people join a team I'm on to some extent because they want to learn to play better.
So my advice is to come to terms with the concept that you are playing for the team, and as such you may have to incorporate some team specific things into your mindset, such as accepting coaching. Is the coach a much better player? Are they able to communicate the information about their suggestion to you clearly so that you understand? If both of those are "yes", then its on you to learn how to be a coachable teammate.
If you don't mind me asking, what is your skill level?
Thanks hope it helps,
KMRUNOUT
I am an SL6.