Low self esteem from childhood, constant mood swings & emotional/sad all the time.. how do i explain this to my doctor & any advice? (tried gym etc..)

Speak loudly : You should express yourself as eloquently as you did in your question. Your symptoms are very common and the more freely you speak with your doc, the better your treatment plan will be. Lifestyle modification, behavioral modification and support group participation will all be helpful. Basically look for help, you will find it. Don't be embarrassed, speak freely; you're not alone.