The sense of self arises when one clings to and thus identifies with any of the five khandhas (a.k.a the five aggregates): form, feeling, perception, mental formation, and consciousness. First study the aggregates so that you can recognize them when they arise, then develop mindfulness and notice how the "self" as we commonly understand it is nothing more than these aggregates, all of which are (1) unsatisfactory, (2) impermanent, (3) not self.
For example, if you feel "love" you may identify with that feeling, thinking "this love is mine," "I am in love," etc. If you feel anger you may identify with the feeling, thinking "this anger is mine," "I am angry." If you see yourself in the mirror you may think "this perception is mine," or "this perception is me." If you experience pleasant or unpleasant thoughts you may identify with them, thinking "these thought are mine, I am these thoughts, these thoughts are myself."
So in reality there are only these five aggregates, each of them constantly changing, never anything permanent, never anything suitable to be called "me, mine, myself." In your original post you mention suffering due to negative thoughts of envy, shame, insecurity and the like. This will take practice, but ultimately you should not identify with these thoughts because they are not yours. They are simply passing phenomena. Good or bad, pleasant or unpleasant, skillful or unskillfull, all thoughts are not self and should be understood as such. Regardless how embarrassing, disturbing, painful or unpleasant your thought may be, do not cling to it, do not make it yours, just experience it--watch it arise and watch it cease. Practicing like this, you will develop awareness, dispassion, dissolution, cessation.
Imagine a tree.
If you remove the leaves is it still a tree? Yes, therefore the leaves are not the tree.
If you remove the bark is it still a tree? Yes, therefore the bark is not the tree.
If you remove the branches is it still a tree? Yes, therefore the branches are not the tree.
Thus a "tree" is nothing but a signifier we use to describe of the combination of bark, leaves, and branches. The self is the same. When there is form, feeling, perception, mental formation, and consciousness, we call it "I."
Imagine that you are not the body. Focus on the sensation of detachment. This often feels as if you are wearing a suit, or inside some kind of biological mechanism.
Now imagine that you are not that even that feeling, that that feeling is not yours, not you.
Now imagine that you are not the thoughts that are arising at this very moment, that these thoughts are not yours, not you.
Now Imagine that you are not what is being perceived at this very moment, not what is being read, not what is being seen.
Now imagine that there is nothing in this world that is you.
In this brief moment there should be no refuge for the sense self to descend into, and perhaps for a split second there may be some experience of emptiness.
Understand that all things are like this.
Suñña Sutta wrote:Then Ven. Ananda went to the Blessed One and on arrival, having bowed down to him, sat to one side. As he was sitting there he said to the Blessed One, "It is said that the world is empty, the world is empty, lord. In what respect is it said that the world is empty?"
"Insofar as it is empty of a self or of anything pertaining to a self: Thus it is said, Ananda, that the world is empty. And what is empty of a self or of anything pertaining to a self? The eye is empty of a self or of anything pertaining to a self. Forms... Eye-consciousness... Eye-contact is empty of a self or of anything pertaining to a self.
"The ear is empty...
"The nose is empty...
"The tongue is empty...
"The body is empty...
"The intellect is empty of a self or of anything pertaining to a self. Ideas... Intellect-consciousness... Intellect-contact is empty of a self or of anything pertaining to a self. Thus it is said that the world is empty."
I hope this helps