I think learning to be more confident & accepting of yourself is a big part of what therapy is about. And, beyond that I think it's matter of getting out & doing things a bit at a time. Nothing succeeds like success, as the saying goes. Start with simple things you know you can succeed at. Do them & then add some things that are just a wee bit more challenging, etc. It's sort-of like exposure therapy I would imagine.

I know what you mean when you mention talking about embarrassing problems. I don't see a therapist. I've tried a few for brief periods over the years. But none if it ever amounted to anything. Part of the reason for this, I know, is that there are things in my past that would be SO embarrassing for me talk about, the humiliation meter would be off the grid! I personally can't do it & I never will.

Hopefully the embarrassing things you're reluctant to talk about aren't quite to that level. Here are links to some articles from PsychCentral's archives on the subjects of therapy & divulging sensitive information:

https://psychcentral.com/blog/when-y...ch-in-therapy/

https://psychcentral.com/blog/talk-t...onest-are-you/

https://psychcentral.com/blog/why-wo...our-therapist/

https://psychcentral.com/newsletter/...nt_therapy.htm

Hope some of this helps.