I get incredibly jealous of everyone who is more successful, prettier, happier than me. Is something wrong with me mentally?
Yes. Something is wrong with your thinking. You need to change your attitude and your own life will get better so you won't have to be so jealous. You are what you think you are.
Whether or not, That is no way to live! make an appointment with a therapist.
Are you happy? If not then i would say there is enough wrong with how you feel that you should try to figure out why you are that way. There are a number of things that can be behind your jealousy. Insecurity, frequent negative comments directed at you growing up. You could have a distorted body image that leads you to believe the worst about your appearance. Counseling can help you find good answers.