A girl told me to sh in a different spot

Okay so today I (15 m) was at school and the teacher asked me and a girl (15f) from my class to bring her papers from her office

On our way there the girl asked me "why are you self harming?"

My school is a very accepting place so mental health issues are very normal so I just told her "times are just really hard"

She then told me "you know, the bandage on your arm brings a lot of attention,if you wanna cut yourself do it on your leg or something so we won't see it"

I got kinda annoyed at her and I just told her that it shouldn't bother her And now I'm thinking about it and I think I was in the wrong and maybe I should listen to her (Sorry for my bad English, it's not my first language)