To develop self-esteem you must first have the right mindset. You must think the right thoughts. This thoughts can be somewhat summarized as: accept and love yourself exactly the way you are and believe in yourself. With the aid of thoughts in this spirit and the right actions over a long period of time, you will most guaranteed develop a higher self-esteem.
The question may then arise, what should I specifically do? What are these “right actions” you refer to? Well, to sit in front of the TV or computer all day and just “love yourself” will not work.
The most important action is to face your fears. This will make you gain self-esteem the fastest way. You can imagine yourself standing on the edge of a cliff. The right action is then to jump out of the cliff, out in unknown territory. For example if you are afraid of public speaking, take speaking courses and join a toastmaster group. If you are afraid of social gatherings, go out alone to a bar and start conversation with a given number of people. Conquer your fears and you will see that they were not that big as you first thought. Also when you conquer your fears and do things that you have been afraid of, you are subconsciously giving your mind proof that you can achieve whatever you try. Every task you accomplish will build up a bigger sense of your own indestructible worth. Gradually you will inevitably build a higher self-esteem.