I think one of the worst and most common things we do to our self-esteem is have unrealistic expectations.  Women don't even realize we are doing it, yet may do it all day every day.  If you criticize yourself for the same thing over and over, feel inadequate frequently, or fail to meet a standard you believe you should meet, but repeatedly don't, you are undermining your own self-esteem and chance to be happy and successful.

Do everything you can to experience daily successes.  Set your bar for a stretch, but one you WILL reach most of the time.  Not one you think you should be able to reach, or one you could reach intellectually, if you didn't have to sleep or have a life.  One you will actually reach.  Then practice feeling good about reaching it.  It is important to experience and enjoy success, and minimize failure in order to build self-esteem over time.  You will still be taking risks, but ones calculated to allow for much more success than failure.  Count all the little successes--yes all of them!