Yisro advised Moshe to change the court system from being a one-man show (Moshe) to a series of different level courts, upon which moshe would preside and be the ultimate arbitor.
The Torah then says, "and Moshe listed to his father in law and did all he had said."
Moshe obviously did not do all this just because Yisro made a suggestion and he felt it respectful to listen. He obviously weighed the ideas presented by Yisro and decided they were worthy for implementation.
Moshe, the leader of Israel, took the time to listen to a new method of doing something he was already doing, and changed his ways because of it. This was not something Hashem told him to do differently, rather a person who had not experienced everything with the Jews. Moshe could easily have dismissed it thinking that Yisro does not know what they are really like, he only just joined us, give him some time, it won't work, or any myriad of possibilities.
But he did not. The greatest man alive took the time to listen and weigh Yosro's advice.
Everybody can gain from taking a moment to step back and re-analyze things. Sometimes you are too close and subjective to what you are doing and your methods and cannot really see the full picture.
By being open to listen to someone else's advice and ideas, you only stand to gain. At least listen and consider it. You do not have to act on it if you feel it will not work, but at least give it enough of a chance that you listen.