OP, there are always children crying at school drop off in the first weeks of Reception, clinging to their parents and refusing to go in - even if the teacher is the nicest person on earth. Could the letter formation incident be just an excuse for not wanting to go to school generally?
To be honest, I think that teaching children letter formation at the start of Reception is way too early - mine didn’t start till Year 1, when they were much more ready, better coordinated etc. They are expected to form their letters correctly at the beginning of Year 2, but even then if they slip it’s not a big deal - although they do get corrected obviously. In most continental Europe kids start school at the age of six and don’t start writing till then, and they are not exactly behind the British kids by the age of 7.
But I also think that starting Reception might be a good time to talk to your daughter and explain that nobody, including grown-ups, can do everything perfectly, that we go to school to learn and become better at things (including writing) and that teachers are there to help.
If you talk to the teacher, don’t go ballistic, explain that your daughter is not YET used to criticism, that you wouldn’t expect her to write correctly at the age of four, and together try to come up with ways to get her used to constructive criticism and to encourage her to learn. Is the teacher a newbie or someone with experience?