I have self-esteem issues. What should I do?

I think I have come to the realization that I really don't like myself. A lot of people have told me that I have trouble taking jokes from people and that I come out with a serious response when someone is playing around with me. I have been told that I have a negative attitude about women wanting me, saying stuff such as "Like I would have a chance with her." or "Why would she waste her time with someone like me?", as well as the fact that I feel really jealous about seeing couples in public enough that I get disgusted and roll my eyes at them. I also tend to be down on myself all the time. I am very cynical at times. I have been told that I am not happy all the time when I am out in public. I take things the wrong way when someone comments on certain interests I have and tease me about it. It's true, I really do hate myself. Some told me that I need counseling. As for relationships with women, it's been said that I need to have a good relationship with myself before with someone else