I think I have a perfectionism issue. I can't finish anything until I feel its good enough and perfect or nearly perfect. Otherwise it bothers me. Do you have this?
I do , in psychology, is a personality trait characterized by a person's striving for flawlessness and setting high performance standards.
Yes, its almost like setting yourself up for failure because not everything you do or everything you encounter can be perfect. So frustrating! 
 It is best conceptualized as a multidimensional characteristic, And it is kinda rare to have it,
Is it have any relation to ADHD at all?
Kinda, I dont like having it. Pressuring oneself to achieve unrealistic goals  is not good
Yes I think it can really affect self esteem in a bad way!
We tend to be harsh critics of ourselves and in the end it hurts us.
Now it can have benefits though, others always seem to come to me for advice on things they cant seem to get just right, like a paper, or a puzzle, or anything really. 
Some normal perfectionists are more inclined to pursue perfection without compromising.