The Road Less Traveled - M. Scott Peck - When I was struggling with depression and not feeling worth anything and generally a piece of shit someone pointed this book out to me. It talks about how no one can shoulder your psychology burdens for you and fix them. You have to take the work on full force and fix yourself. You may have suffered wounds in your childhood and be playing them out in your adulthood. It's all subconscious behavior.
The Game - Neil Strauss - I was struggling to understand women and relationships. This book fundamentally changed the way I understood myself and relationships with other people. Another great book for understanding that external forces can't bring you the happiness or fill the void you're hoping for.