Don't take the following as an authoritative source on the subject. Use it to get started on your own path of development.
1. Meditation. It's in fashion for a very good reason. People continue to recommend it as the single most valuable practice one can adopt to improve oneself. As you grow more mindful of your feelings, you can better manage them. Meditation is a practice. You can think of it as going to the gym for half an hour and training on one single muscle. The more you train, the stronger that muscle gets!
2. Cognitive behavior therapy (CBT). This is a broad subject. A therapist is very helpful, if you can afford one, but own your self improvement and try not to depend on financially unsustainable counseling. Therapy is very helpful and sometimes essential. Use it to acquire life skills. The aspect of CBT that I would like to draw attention to involves the ability to manage fears and anxieties, and consequently depression, using the process of identifying cognitive distortions and reframing concerns. A great intro book to the subject is "Feeling Good" by David Burns, who recently published a sequel, "Feeling Great" after almost forty years of development since the book was published. Burns has a blog, podcast, and teamed up with product folks to create an upcoming mobile app.
3. Rest and recovery. Initially, I was just going to mention sleep, which is a very tough subject, especially when dealing with insomnia. Not resting enough taxes the system. Plan down time and protect it. Address insomnia holistically.
Be well, my friends.