(1) Prudence and caution are fine but fear, particularly of what others think, is an irrational waste of time. Saying that won't get rid of it but overriding fear and acting right will, if done consistently enough. Contact with reality (as opposed to mental speculation) will ultimately dispel it.
(2) Find things I'm interested in and do them regardless of what others think, regardless of long-term outcome, regardless of my own facility or ability, just for the sake of it. Getting lost in the world and all it has to offer is the surest way out of self-obsession.
(3) Find some kind of spiritual path. There are lots of available, from the intellectually rigorous through to the numpty, with everything in between. This is probably the best way to end up with a quiet, highly functional mind, as opposed to one that is eating itself alive. Therapy's unlikely to bring peace although it may bring understanding, adjust the cognitive response to past events in line with reality, and produce a touch more functionality.
(4) Take an interest in other people, particularly helping them. There're a lot of people who need helping and who are in a lot more trouble than me, however bad things might seem at times.
(5) Contact with nature. Lots of it.
(6) Exercise 5 to 6 times a week, just as an experiment. This is good on every level: mood; health; sleep; looks; having something fun/distracting/difficult to do.
(7) Get lost in cooking, particularly for others. It's endlessly diverting.
The best way to become a happy person is to live like happy people live: productive; useful to others; engaged. The mind will tend to follow, eventually. The other motto is to avoid contempt prior to investigation. Everything that has ever driven my life forward when I have been stuck looked like a terrible idea at the time. I’ve learned to follow the suggestions of people who are happier than me on the basis that they seem to have found something I had not. Change happens when I fear stasis more than the unknown.