Allen is aware that his price-tag has been the cause of debate.
But Wales international Allen said: "I don't look at opinions about me as criticism. I treat them as opinions and if they come from people who have achieved a lot in the game, then I take them on board and see if I can learn from them.
"People will have more opinions about me now I'm playing for a club like Liverpool and that is something will get better at dealing with.
"I knew the £15m price-tag would be a challenge in itself, but I was ready for that and to prove my worth.
"I also knew I was moving to a massive club and that has certainly been the case.