Talking to yourself like you would a struggling friend measurably reduces anxiety

Psychologist Kristin Neff defined self-compassion as treating your own failures with the same kindness, perspective and sense of shared humanity you'd offer someone else, rather than harsh self-criticism. Across her studies, people who score higher on self-compassion measures show lower anxiety and depression than people who simply score high on self-esteem, and unlike self-esteem it doesn't depend on winning or being better than anyone else.

— Kristin D. Neff, Self-Compassion: An Alternative Conceptualization of a Healthy Attitude Toward Oneself — Self and Identity, Vol. 2, No. 2, 2003