By actually making a change to how I act and seeing the results of that change in the world I developed a lot of confidence (I was formerly very shy and uncomfortable with myself despite having a lot of things going for me).
I want to come back to the first point briefly as well. At the time I was reading LW it often felt like I was being productive. I'd think to myself "oh I just need to read this article on motivation and acrasia (the LW term for procrastination), and I'll never fail to do what I planned to do again. This caused me to spend my time preparing to do things that I never ended up doing, and it also set me up to feel angry with myself when I inevitably failed.
One thing that helped me a lot was accepting that on top of everything we humans have going for us we're really just animals, and we get upset, or jealous, or sad, or angry, just like any other animal. So rather than try to eliminate these negative emotions from my life I came to accept them as normal and try to structure my life so that they occur as infrequently as possible. I've found a few ways of doing this that work for me, and I can post some of what's worked if anyone's interested. I still have bad days or bad moments, but when I do I accept it as normal and try to see what I can learn from it to lessen the impact next time, rather than trying to over-optimize the life of an unpredictable, fallible human making most of the important decisions in his life based on emotion (hint: that's all of us).
The allure of LW is that we're perfectly rational or that we can at least make ourselves that we through sheer force of will. For better or for worse (I think for better) that's not the case.