It's often been said that children learn what they live. So if you're looking for a place to start helping your child build positive self esteem and self value, then you should show them your positive sense of self and strong self esteem. Be positive when you speak about yourself and highlight your strengths. This will teach your child that it's okay to be proud of their talents, skills and abilities.
Your child also benefits greatly from honest and positive praise. Find something about them to praise each day. You could even give your child a task you know they can complete and then praise them for a job well done after they're finished. Show your child that positive acts merit positive praise.
When your child's feeling sad, angry or depressed, communicate openly, honestly and patiently with them. Listen to them without judging or criticizing. They may not fully understand why they feel the way they do, so the opportunity to communicate with you about it may be what's needed to help them sort through a difficult situation. Suggest positive behaviors and options as solutions, and make sure to leave that door of communication open so they know the next time they feel badly, they can come to you for help and know that you won't judge or punish them for how they're feeling.
Teach your child the importance of setting goals and developing a plan to meet that goal and complete that task. Small projects are the best to start off with in the beginning. Ensure that it's an appropriate task for your child, and not too complex. Don't only give praise at the end of the project, but praise their accomplishments during the project as well.
Most importantly, tell your child "I love you" each and every day - many times throughout the day, in fact. When they've behaved badly, remind yourself that it's not them you don't like, only their behavior. Tuck short, sweet notes in their lunchboxes or coat pockets, or even send them a card in the mail. Soon, they'll learn to say "I love you" just as easily and honestly in return.