How to give a corrective word? Ex - God wants you to spend more time with Him in praise and worship, etc
How = in love. When operating in the gift of prophesy this should be done very carefully. A right word can be delivered in a wrong way and cause damage. The example you give is fine. But say you sensed someone was having an affair (not likely to happen when operating in the "gift" but it's just an example) instead of calling out the affair you can say something like, "you have come to a fork in the road and one path leads to darkness the other to light, choose the light and follow me" The recipient would know what that meant, yet would not be embarrassed and the word still encouraged them to follow God.
The more direct style of correction should be reserved for 5-fold ministers and only once other forms have been rejected... but still done with a heart of love.
Have you had someone openly reject what's been said to them and how did you handle it?
Many times. The most memorable is a time a guy came up to me after service and was super excited about what I preached. He tells me multiple times how I can give it to him straight and he can handle it. Then he tells me about how bad his wife is and how much deliverance she needed. I could easily discern that was reversed and he was hiding something... I didn't need God to help me with that. So I ever so slightly... and I mean slightly... nudged him to first examine himself. Because he can't change his wife anyway, but we can always improve ourselves. I didn't even get to finish. He shouted, turned and stormed off in a rage slamming the door behind him... have never seen him since.
I've also had people flat out reject prophetic words. However, I have also had a good number come back to me later and repent and tell me that I was right (It was God, but you know what I mean) and they just didn't want to listen.
The way you handle it is this: You have thick skin, but maintain a soft heart. When operating in the gifts, especially prophesy, your job is releasing it, not the fulfillment. Fulfillment is between them and God and their pastor/mentor if they so choose. In other words release it then let go of it.
Has God given you a word that you really didn't want to say like He did with Jonah?
Many times, probably not for the same reason as Jonah though. This is why I always try to say a quick prayer grounded in God's love for that person before I release a word... it puts my mind in the correct place.
Usually when I have a word I don't want to release it is because it is super specific and/or big (major life event). Big life events should be limited to 5-fold ministers, the very seasoned, or prophetic presbytery. But I've gotten such words from time to time and I'm super careful to release them. Just had one a few weeks ago. SUPER specific and a big deal for this person. I almost didn't release it, but God wouldn't let me move on until I did. 2 weeks later it basically happened (it's still ongoing, but it is happening). The word was needed to prepare this person for this very unique and unexpected situation.