Well it's your own choice. But personally, If some friend said my korean is good, I like to oppose it and say "에이이이 아니예요~ / Eyyy I'm not~" and she/he fights back and insist it. Haha. But if I only talked to that person for the first time, I'd just go "아 정말요? 감사합니다! / Ah really? Thank you!".

If this man is sincerely praise my goodness , I would be grateful to his complement. unless that person tried to satirize you or he tried to imply something you don't perceive yet

Just say Gomawo! ^^