StrayJ- talked about this to a therapist saying well I can't be a victim--AA and all the other books say you can't say that because it's self-pity and resentments which will make me drink. Her words and advice helped because she said that yes I am a victim of things. That I can claim that and nurse it and have self pity for awhile because I would have pity for others who were/are in the same situation. To not beat myself up and think I needed to give up self pity immediately but be gentle (the beginning of self compassion) with myself while I worked on things. Then the pity turn into self-compassion which is actually strength. Knowing you are worth compassion from others and yourself is the sign of maturity and strength. That will rid you of self pity as you won't view yourself as a pitiful creature anymore- you will see yourself as a worthwhile human being. I second what Anna says- Tolle, DeMello, Frankl, Merton, the Power of Now or mindfulness or whatever you practice/read to ground yourself in perspective.
You ever hear the saying religion is for those who want to avoid hell and spirituality is for those who have been there? I have found that saying to make a lot of sense recently!