There's this concept in therapy (mostly based in narrative therapy, where you retell and and restructure a lot of the stories you've always told to yourself about life and stuff) called
externalization. I love this concept.
Instead of thinking things like "I am depressed" or "I am a mess" you think in terms of your relationship with your challenges. For example, a therapist might ask the first person, "When do you remember your relationship with Depression beginning?" or "When was a time in your life when Depression wasn't able to shake your hand?"
And messes. . .heaven knows (and my sisters) how the worst insult for me is to be called messy (or fat, for that matter :). So when the temptation comes to look at my school books sprawled all over the floor, table, desk, and couch and say to myself "Why are you so messy?" (like right now), I will say instead "Messes love your company, don't they? You are fun person to be around--lots of people want to be around you--isn't it great that you get to choose your friends?".
This way, I have a choice and am not continuing to label myself. Good stuff. . .