Caught in the same situation. I feel like I have to work to earn any good self-esteem, and when people are criticizing me or comparing me to people who are better than me, I can't help but think that they are right.

Sometimes they don't seem to realize that people have different aptitudes for socializing. It's not being so good at math or music or any other skill. Yes, almost anyone can be taught to become a social person, but learning those skills comes more easily to some people than others.

Try not to be discouraged. Fortunately you aren't being officially graded for self-esteem, so you can work at your own pace.