If someone does something you consider "wrong" in RP, do you correct them? If so, how?

I've had people jump into my IMs to correct me, and I'm not a fan. For multiple reasons.

The first time, the "correction" was over a matter of opinion. He thought my rp shouldn't address the mismatch between what people are wearing and the weather conditions. I didn't agree with him and still don't. Why have weather in the HUD if we ignore it?

The second time was over something that the other person misjudged, and the comments were fairly unpleasant. It was hurtful, and I personally would never want to make someone feel as shitty as that made me feel.

But the biggest reason I normally would not correct someone is because everyone can have a bad day. There's a difference between someone making a mistake and someone consistently making the same mistakes in rp (like posting out of turn) over and over again.

I also don't mean this to include someone IMing to point out something you missed in their post. I have this issue, because I read posts too quickly and am self-conscious with how long it's taking me to write a post. So unless I'm writing with someone I don't feel rushed with, I do sometimes miss things in posts. It's something I'm working on.

Anyway. What are your thoughts?