You'd feel far more uncomfortable if people started throwing things before you'd even finished playing!
If people enjoy what you do then the accepted method of expressing that is clapping. Unless it's a really intimate performance space they're very unlikely to get the chance to come up and thank you individually, so clapping is the easiest and most common route. If people are cheering, whooping and showering you with money, you really don't need advice from me or anyone here.
If you're going to continue to perform in public you need to get more comfortable with applause and with praise, just as much as you need to get used to criticism and unsatisfactory performances.
You will, and all of us probably should, always feel you could have performed better, that you missed that note or messed up that phrase or played that section far better in practice ... but that's what drives you to improve as a player and a performer, and the vast majority of the audience almost certainly won't even have noticed what you might regard as a performance-ruining fault.
There are some really good resources out there to help you get more comfortable. For me it was a combination of Barry Green's book 'The Inner Game of Music' and the incredibly supportive group of people I did my early public playing with, as a result of which I would never claim to be the world's best musician but I am at least comfortable playing in public and actually quite enjoy the excitement and nervous buzz of doing so.
That particular book and that particular situation may not work for you, but something probably will and I'd suggest you spend a bit of time finding what does work for you.