Certainly experience is the best teacher and people who have walked a mile in our shoes can usually understand our situation on a deeper level than those who have not. That said, empathy varies from person to person and so does denial. It is hard to generalize, but I would say that discrediting the advice of others has more to do with us, and whether we are open to what the speaker has to say, than whether the adviser has actually been in the same situation or not.
I agree that someone with a similar situation may give advice that sounds more credible but another person who is on the outside can see things that you may not have. A different perspective can sometimes shed some new light .