Why can’t I take criticism?

've been struggling lately, both at my job and with learning to drive. In regard to both, I am not doing well and am having to get a lot of coaching. I'm relatively new at both, despite being mid-30s. I lived in a big city most of my life and had an older sister who died in a car accident, so I put learning to drive off for a while just in case anyone was curious on why I am learning so late in life.

Regardless, my issue is that I spiral when I get instructed or criticized, even when it is constructive. I intellectually know that I'm learning and shouldn't be hard on myself or feel slighted, but I can't seem to help it. If I am not getting something or if I am making mistakes I get really depressed and anxious and just want to quit. For lack of better term, I become a bit of a wimp about it.

I have MDD and have discussed this with my therapist and we've spoken about how things worth doing are challenging and finding ways to be ok with discomfort, but it drives me nuts when I get like this. I just had a not-so-great performance review at work, so I am in a really bad headspace right now. I want to quit my job right now even though my wife is being very encouraging. In fact, for some reason when someone is encouraging, I actually want to quit more…it's so dumb. I know right now I am catastrophizing, but what is this? Low self-esteem? Defiance disorder? Or just unproductive laziness and self-pity?

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