One exercise he did just changed my way I saw the world. I may or may not help you but it helped me.
He listed all problems I have on the left hand side. Why I feel bad. Why I hate myself. Why I think I'm a failure etc etc. Then he wrote all good things I have. He forced me to think all good things around me. I said there is no good thing around me. He asked do you have a job. I said Yes. Well there it is. One good thing. Suddenly we came up with around 5 items.
Then he asked. Where do you think you rank among all the population of the world. I said may be 50%. But you know where we all are? May be top 5% of most privileged group. It just changed the way I saw where I was and what I did or what I had to do.
Find a good consultant. It does make difference. My previous consultant wasn't good and I really didn't believe in therapy until I met the recent Consultant.
Best of Luck Mate !
Another thing: Talk. Talking does a lot of good.
Once you change the way you think, everything else will make sense and get better.