You have heard about these and were, perhaps, afraid to ask.
The thing is, whatever you write for publication will be read. So, why not have it read while you can still make changes, revisions, even "kill your darlings." If you are not writing for publication, then this blog post has nothing to say.
Of course, it depends on the genre into which your writing falls. But I like to think that all fiction from Miss Marple mysteries to young adult, romantic, post-apocalyptic, zombie fantasies follow certain rules. Do you worry about a plot hole, a point of view violation, or discontinuities of character across your chapters? You should.
If writing nonfiction, are your sentences long, do you lean heavily on the passive voice, have you done enough fact-checking? This last point is important also in writing fiction, screenwriting, drama, etc.
It might surprise you what a fresh pair of eyes might find jarring about some (perhaps unnecessary?) reference to a vintage wine or car - is it likely that the 2000 Chateau Lafite is drinkable in a scene set in 2005? If you are writing a play, do you have a friendly "dramaturge" watching your back?
Where then does one find helpful critiques? Fellow writers, friends, even family might tire on your fourth, third or even second request. You should seek out critique groups or workshops where writers exchange comments on each other's essays. These might be set up along broad genre lines - fiction, nonfiction or poetry.
The essence of these groups is an exchange of effort, so take care to keep it civil and helpful. One gives advice and tries not to advocate a change of someone else's writing preference. Offer fact-checking with suitable modesty - did you mean to use a Swahili/Parsi word in this Ibo/Arabic scene?
If you are shy and would rather not get into a direct conversation with someone over critiques, consider Scribophile.com. This enables online critiques. It is built on the premise that one's critiques might inspire others to do the same for one's writing.
This website offers the opportunity for anonymity (you can set up your profile with a pen name) and limited exposure (your writing can be posted for "public" view or not).
It is worth your time to explore the various groups (look for your genre - broadly defined), read some of the writing posted, and decide on whether to pay for the "premium" (under six dollars a month if you sign up for one year) or free membership. There are helpful articles in the "academy" on comma usage, use of active versus passive voice, development of characters, questions regarding point of view, and of course an essay on how to write a great critique.
Finally, on the subject of civility and decent behavior, I find it irresistable to cite George Washington's teenage reminder to himself when he copied into a notebook the 110 "rules" that were commonplace in those days. These are worth reading and thinking about and are available (PDF) for free at this link.