You just have to know your story from the beginning. You have to know what you're going for and be honest with people about that. Don't sit there and say you're gonna be a DIY punk band for your whole life and then move on to arenas; you can't do that because then people don't trust you anymore.
There are two things that matter when you're making music. First, that you're doing what you love, even if it's crazy and other people tell you it's crazy. The second thing is the only people you really need to worry about are the people who love your music, not the people who speak badly about it.