Forgive yourself. Just as you would another person, tell yourself that it's okay for all those mistakes, or the should-haves that keep popping up in your mind. Don't dwell on the past and get blocked by events from long ago.
Let go of fears and anxieties. Although it certainly is easier said than done. Learn to change negative thoughts into a positive action. are you afraid of poverty - that you'll never make ends meet, or never buy that house, or be destitute once you stop working? Then turn that into the positive goal of financial security.
Do people make you anxious? Maybe you feel inferior, not as good as others. Everybody has feelings of inadequacy. Just turn them around into positive goals. You may be paralyzed by the thoughts that you are unattractive. It is your thoughts that make it a reality.
Change your modes of behavior and you will make friends. In most cases, it is your own negative thoughts that cause you to stay stuck in whatever place you're i. Keep moving. Take the risks. You may need to change your job, or move to another city.
You might take up a sport or hobby. Become active in your life - participate. And you will grow into the image you see for yourself.