One of my favorite movies of all time is What About Bob? Thankfully, I have not had any clients like Bob and I haven't come near to losing it like Dr. Leo! But a useful, albeit overly exaggerated, idea in the film is baby steps. Clients usually come to me because they want to change something, whether it is their way of relating to others, an addiction, or simply the way they feel.
In the area of personal growth, it is all too easy to set yourself up for failure by being overly ambitious. I use the example of someone who is completely out of shape creating a work-out plan that entails starting with 2 hours a day of exercise. Depending on your fitness goals, it might indeed be desirable to spend 2 hours in the gym. However, if this is your first step, it is very likely that: 1) you will never start this fitness plan or 2) you will actually attempt the fitness plan for 1 or 2 days and quit exercising altogether due to the physical discomfort.
Similarly, you are not likely to simply "stop worrying" or "stop criticizing yourself" overnight just because you realize it is a problem and make a decision to do so. All of us have varying psychological vulnerabilities, just as we have physical vulnerabilities, due to a combination of genetics and our past experiences. How then does change happen? In DBT language, the dialectically opposed poles of acceptance and change are part of the process. So, you have to try to accept yourself and your vulnerabilities, make realistic goals that take your strengths and vulnerabilities into account, and put sustained effort toward your goals over a period of time. In other words, baby steps.