Read my hub, "Why martial arts class is crucial for today's children" the answer to your question is that there are many ways, but they must be approached consistently and with patience and tenacity. I recommend exercise. Physical activity releases endorphins elevating your mood naturally, the by-product of regular exercise and good nutrition, is general health and well being in addition overcoming your limitations and fears leaves a sense of accomplishment and pride that can raise your self esteem. Pick a discipline, be it martial arts, dance, or a sporting event and go at it with all your heart. You'll be pleased at the result.