I read somewhere (probably here but I'm too lazy to do a search right now) that yarn is better kept in hanks since they're looser and thus less stressful to the fiber. Whether this is true, I don't know.
There is no right way to knit; there is no wrong way to knit. So if anybody kindly tells you that what you are doing is "wrong," don't take umbrage; they mean well. Smile submissively, and listen, keeping your disagreement on an entirely mental level. They may be right, in this particular case, and even if not, they may drop off pieces of information which will come in very handy if you file them away carefully in your brain for future reference.