Well, we're likely to keep our feelings inside, feeling as if
we need to work through the issues by ourselves. There
are various reasons for this.
Personally, my feelings are rarely hurt. Generally, strong
feelings are most evoked when working through an issue
internally, regarding the direction/state of my life. Little
things don't bother me (though, I can also react out of
proportion to little things, essentially because they are
indicative of some more prevailing issue).
I think I'll agree with having your feelings easily hurt
being more of an Fi thing. In a sense, Fe is quite an
impersonal way of dealing emotionally with problems
as they arise - in that they are sorted out directly,
rather than being internalised and dealt with based
on internal states.
I'll agree with this though:
I don't think I get my feelings hurt more often than anyone else, but I do think it happens for a different reason.
Now, I don't know how much of this is INFJ, NF, or whatever, but I always seek for meaning. I'm trying to find the under-lying meaning to everythng. Since I do this, I see more to a story than others might. And if the under-lying stuff is disurbing, then I will react. Which may make me seem more sensitive than others, because they don't see what I see.
One very "infj-y" thing is how we tend to let everyone spill their guts even when we don't really have the time or patience for it. We sit down and listen anyway. People generally don't seem to do this to the same extent, but in the past I have counted on others to do that for me, just to find out how wrong I was. That has hurt me.