Therapy can take months or years to work before you finally get over whatever it is that is your core problem. One interesting thing about the human mind is that if you keep telling yourself the same thought over and over, eventually you believe it. So, just keep telling yourself that over and over and it should help. A journal is one great way to dissect this problem and move forward; keep at it.
Another great thing to do would be to move out into the real world and do some things that make you valued and worthwhile. Naturally, this is scary because you have low self-esteem, but everyone can do something worthwhile. One really simple way to get out there and make yourself valued would be to volunteer to help tutor elementary school children 1-on-1 after school. Volunteers are ALWAYS appreciated, and anyone can help teach children to read or do math or whatever it is that is needed. Teaching a class may be scary, so maybe sticking to 1-on-1 would be best for you. You don't have to do this idea in particular - I am just throwing out a suggestion as an example. Pick something that you like to do or are talented at, and if even this is hard, pick something you might like to do or might be talented at. Then, volunteer just a handful of hours per week, and you will be appreciated and feel better because you do make a difference and are good at some things. "Losers" stay at home and do nothing to fix their lives and engage in pointless activities; "Winners" get out there and do something about it and make themselves a valued asset to others, and volunteer is a great way to do this on a small scale. Hope this helps.