Every time you receive a complaint, you have to make a (relatively) quick decision about how to handle it.
We suggest this order:
1) Is this a complain or complainer?. Is this person complaining because they're upset about the issue or are they simply the type of person that complains a lot (very common). Look at previous behaviour and the wording of the complaint.
2) Representative of the community? Is this the only person complaining about the issue? If there are more, does this group represent the silent majority? Ask around and then run a poll/open thread on the issue
3) Can you do anything about it? If you can, explain what you intend to do. Highlight the importance of spotting and notifying you about the issue. If not, explain why it can't be resolved (and if they persistently complain, advise that the community isn't for them).
Every moment you spend on a complaint is time you can't spend further developing the community. It's always better to spend more time on the happy majority than the unhappy critics.