For a little background. I've been struggling with depression and anxiety since I was probably around 10 years old.
Nothing has helped me more than the book 'Mindset' by Dr Carol Dweck.

I care nothing about promotional or self help stuff but I hit rock bottom and tried this book and it is slowly changing my life. I still find it extremely difficult almost all of the time but it's improving and when it gets really hard I reread the book and it helps more than I want to believe.

I say to myself almost constantly now almost like a mantra "learning not failing" and try to focus on what I can do next time even though I've made some life altering mistakes.