Often when someone says they want more self-esteem, they want to stop feeling bad. You have an ugly idea of who you are and think that replacing it with a not-ugly version would be good. People try to solve the problem by building themselves up, in practical ways in reality or in their minds. Then they chase a bunch of external things in order to keep that esteem up when it seems to work for a while.
If you get into a healthy space, though, you realize you will always feel a little bad/good about circumstances, but your _core_ sense of "feeling good" doesn't need to be connected to that stuff. It's actually not. Mostly, you can shed the major part of depression, anxiety, and worrying about your "self" and whether it is esteemed, just by changing how you breath, how your spine is positioned, and a few other things that can be done pretty quickly. Quickly, but lots of practice makes it a lot better.
I recommend taking the Inner Engineering program at ishafoundation.org. It is basically meditation and "yoga", but there is not really the "exercise" thing that people do in the US. I'm not into New Age things, or trying to have "beliefs", and certainly not interested in following gurus or donating money to anyone. I spent 4 days at their ashram and got a set of skills over a year ago that makes everything in life easier. Nobody ever tried to sell me anything afterward. I know 4 other people closely who have done it, and kept with it for years afterward, and met a few dozen others from the class that I keep up with. I know they have had classes in the Bay Area in the last year too, if India is a bit far away. I walked out of the first day of class there "in the zone" and spent a ton of time there afterward. It's really great.