I have NLD, and I can definitely relate to feeling self-conscious about social skills. It's like, I know they're not great, and I know people notice something "different" about me, especially at work, but I don't really know how I seem to other people, so I often feel self-conscious because I don't know if I'm doing something weird or not. My best advice is to find a group of people who share a common interest, and try to make friends that way, through a structured interest/activity. If you are at a university, there may be groups on campus you would enjoy, or you could also try a site like meetup.com. I know I have a lot more difficulty in unstructured social settings, so I can socialize much more easily around a goal-directed activity.
I would like to find a therapist who knows about NLD or Asperger's, actually not to work on social skills, which are probably a lost cause at this point, but to work on my problems with executive functioning, anxiety, and feelings of being overwhelmed, because those really cause problems at work.
I guess I'm not really sure what to tell you about your negative feelings about yourself. I notice that when I dwell on the things I have difficulty with, especially if I've been reading about NLD lately, that I tend to feel much more down about myself. It can be hard to push those feelings and thoughts away though. Maybe a cognitive behavioral therapist could help you identify when you're dwelling on negative thoughts about yourself, and work on strategies to defuse the potency of those thoughts. I know it can help with social anxiety, which is sort of similar- dwelling on negative feelings about yourself. Is there a mental health clinic at your university?
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Not all those who wander are lost... but I generally am.