For newer fiction-writers, "listen to your characters" can be confusing. What does it mean when writers say "I wanted to do ___, but my character did their own thing"?
Your characters should first be well-developed. In any relationship, you get to know the person before you really KNOW them. Same for characters—get to know them by learning their quirks, habits, goals, flaws, strengths, and secrets. (Of course, you come up with these, but that's the important part.)
When you really know your characters, you become more aware of they would and wouldn't do. This is what it means when characters disagree with you or take matters into their own hands." You probably came up with your plot before your characters; now you have to stay true to one of them.
Maybe you had your plot planned a certain way—but what if it requires an action your character wouldn't make, at least in that situation? Usually, changing the plot rather than the character works, but this requires a strong enough character. You'll have to use your judgment.
If you're reading all this and thinking, "But my character doesn't affect the plot that much"—change it! Your main character should not be passive (unless you're writing a very specific type of story), and they need to actively make choices that move the plot forward and change things.
Consider: why is this story happening to THIS character specifically? Why is this character the one in the situation?
Basically: people will generally do what they want, and all we can do is let them and react accordingly. The same goes for our characters. Don't be afraid to change your plans. Your characters aren't dominating you—you're partners with them.
( If you enjoyed this thread, you might like my upcoming release "I Can't Believe I Wrote That: A Self-Editing Guide," which I'd love if you'd add here: https://www.goodreads.com/book/show/43513578-i-can-t-believe-i-wrote-that)