Well, the first thing that you need to do is to accept that there is a problem and that it resides in you and not in your abuser, not in your parents who keep on insisting that you are no good, and not in that one single unpleasant social experience.
You focus on the problem and on the underlying beliefs. So, if your problem is an abusive relationship, you focus on the underlying beliefs that are forcing you to quietly suffer in silence. These are the beliefs and patterns that you need to work on.
It sounds quite simple but it is not that easy. Remember you are going against a system that you have accepted and have been following for a long time. If your abuser (your spouse, your parent, your boss) has you convinced that you are no good without him or her, it is time to take steps to be independent and show that you can indeed survive without this person. Your abuser may not like this. So, be prepared for some strong opposition here. This is especially true for women in abusive relationships.
To summarize, whether you are in an abusive relationship or dealing with depression, anxiety, or loneliness, it is time to ask yourself: Have I learned to be helpless in this situation? Keep in mind that the situation can be anything.
If the answer is yes, then it is time to question the underlying beliefs that have led to this learned helplessness and take steps to get back to living a better life.