I found that the main thing I needed to work on was getting a much quieter mind. Mindfulness, meditation, learning to live in the present (much easier said than done) and regular exercise were also very important.
If you learn to look at your thoughts as a non-judgmental outside observer you will over time gain a separation of sorts. The observer, watcher or whatever you prefer to call it can be visualized as a ball of pure white light, a third eye or nothing at all. This would be pure consciousness, the now, the gap, the space between thoughts, it's known by many different names.
The self, the ego, the mind that processes thought, feels emotion, the part that is made up of our collection of memories is the part that must be quieted down. A turbulant mind will race from one thought to the next, to the past and the future. There are many methods to quiet your mind and tons of reading material on the topic.
Everything comes from the mind so gaining some semblance of control over it will prove invaluable in all your endeavors. All of the other posts also have great suggestions, just remember that there is no one thing, no magic wand, it is an ongoing process, a work in progress.