I'd say the biggest step for me personally was finding the ability to laugh at my many, many mistakes. I found that it wasn't the larger tragedies that weighed down on me as much because you learn to carry them with you over time, they color your past and help you determine what you want for the future. No, what I found weighing down on me was the pile of little embarrassing or awkward moments that inevitably build up over time. It's easy to feel crappy about yourself when you've done as many stupid things as I'm sure we all have but learning to laugh some of them off can help shift you towards a more positive outlook in general.
Example! I'm a writer, I write stuff and that basically means it has become a cardinal sin to make a typo in any professional context. I'd say the most potent example of this was when I sent an e-mail in to a potential employer intended to really paint myself as the ideal employee, a guy who'd really up the standards around the office with my mastery of all things wordy. Typo'd within the first line of text! I feel obligated to make note of how nervous and desperate I felt while writing this to really drive home just how much of an ass I felt like once I noticed that what should have read: "Nice to meet you!" ended up "Nice to mee you!". I was young and this was the first time I put myself out there professionally. As you might guess, I didn't get a response back.
For me it has always been those types of little things, those little jabs to my confidence that began to drag my self-esteem down. It wasn't easy to laugh at myself at first but when I think about how many e-mail typos have happened since then (0! Hurrah!) it started to become clear that I wasn't a bad writer or an airhead, I was just human. We all have our little hiccups and our huge earthquakes throughout our lives but it comes down to something pretty simple. Which ones do you want to focus on handling, the hiccup or the earthquake? By shrugging off some of the smaller stuff we make more room for awesome things, we can look at our mistakes not as bad marks on our selves but as footprints in the sand, all leading up to our current selves. Some of those footprints may have come out weird, someone may mistake you for an alien or bigfoot occasionally but those don't have to drag you down. Smile, do something silly to remind yourself that you matter and have value no matter what's weighing down on you.
Whew, that ended up being a lot longer than I thought it would. Hope it helps...maybe generates a chuckle or two.