Everyone has a unique set of issues and troubles to deal with. Try not to get caught up in playing "My pain is greater than your pain". It just keeps you small. There is no dignity in celebrating your deficiencies.
It is the job of worry to appear as large and important as possible. Do not feed your worries, do not nurture your insecurities. Place your attention on where you are. Be where you are. Do what you are doing.
A religion will tell you where you came from, why you are here, and where you are going. This is not the best case for some. A coach will offer advice based on their experience. They will attempt to guide you without molding you into something that is not yourself. The choice is clear, but up to you.
Take stock of your thoughts. How many are about improbable events? How many about past mistakes? How many are about a future that never arrives? Try not to take on more worries. The ones you have are enough.
Self abuse takes many forms. Changing self-destructive behavior is difficult but possible. If you can see how you are the source of most of your troubles, that is just another way of seeing how you hold the answer to resolving those same troubles.