Trying to become your own teacher or coach takes effort and optimism. The process might be made a little easier with certain knowledge. There is evidence, contrary to what you might guess, that if you try something repeatedly and fail, you are more likely to eventually succeed that the person who decides there have been enough trials and further would be a waste. In other words, don't give up.
Whatever you want to accomplish, consider looking up books and other resources on the subject. A professional librarian is always worth checking with. A person with that training might well think of possibilities that don't come to most people's minds. Prochaska and others in "Changing for Good" not only show the value of repeated attempts but they emphasize the value of preparing to change for actually trying to do so. If you are going to walk more, or study piano or French, it helps to take a few minutes each day for a week or so and think about what you are going to be doing soon. Picture the activity. Think about what you need, clothes, shoes, a place to work, books, a computer, software, etc.
The Posit Science group, makers of the Brain Fitness Program and Insight, emphasize the value of conscious attention. If you are trying to improve your ability to use your non-dominant hand or whatever, do something with the hand in a place and at a time when you pay attention to what you are doing. Conscious effort to pray more or cook more or change what you eat or crave brings the resources of your self and your personality to bear on the needed change. Your patience, your natural stubborness, your sense of humor, your ability to see things in perspective can all help you with the effort to gain new abilities or habits.
The dosage matters, too. By dosage, I mean how much you will practice, how much you will work on acquiring a new skill or outlook. Some people get so enthusiastic that they overpractice and give themselves a bellyful of the new item, reaching satiation and overkill. Your brain and body are quite skilled and sensitive and only need a little dose, especially at the beginning, to get the idea and get into the new work. Working steadily, maybe once a day or every other day, without either overdoing or skipping too much, for 6 months or so, may bring welcome progress toward your goal.
If you, like me, fall in love with Italian, and spend time listening to tapes and such but quickly forget most of what you learn, you can label yourself a big, fat, silly failure. But don't. Keep in mind that however little of your goal you accomplished, you are still a person who tried that thing (self-hypnosis, counted cross-stitch, Thai kickboxing) and you do have a little knowledge of the subject and of yourself you wouldn't have, had you not given yourself the try.