Not all alcoholics are in denial. Some very much realize they have a problem, but question why they should stop. If you feel like you have to try to control your drinking, it's likely you have a problem with drinking. Alcohol addiction is progressive, so they sooner you stop, the better. Some people learn to moderate; for most abstinence is the most effective way to control drink.
If alcohol makes you upset or shameful, why do you drink it? Do you feel more comfortable when you drink? More confident? Knowing how you feel when you drink might help you understand why you drink too much.