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When individuals feel self-pity, they become immersed in their own
problems and forget that others have similar problems.  They ignore
their interconnections with others, and instead feel that they are the
only ones in the world who are suffering. Self-pity tends to emphasize
egocentric feelings of separation from others and exaggerate the
extent of personal suffering. Self-compassion, on the other hand,
allows one to see the related experiences of self and other without
these feelings of isolation and disconnection. Also, self-pitying
individuals often become carried away with and wrapped up in their own
emotional drama. They cannot step back from their situation and adopt
a more balanced or objective perspective. In contrast, by taking the
perspective of a compassionate other towards oneself, "mental space"
is provided to recognize the broader human context of one’s experience
and to put things in greater perspective. (“Yes it is very difficult
what I’m going through right now, but there are many other people who
are experiencing much greater suffering.  Perhaps this isn’t worth
getting quite so upset about...")

Self-compassion is also very different from self-indulgence. Many
people say they are reluctant to be self-compassionate because they’re
afraid they would let themselves get away with anything.  “I’m
stressed out today so to be kind to myself I’ll just watch TV all day
and eat a quart of icecream.” This, however, is self-indulgence rather
than self-compassion.  Remember that being compassionate to oneself
means that you want to be happy and healthy in the long term. In many
cases, just giving oneself pleasure may harm well-being (such as
taking drugs, over-eating, being a couch potato), while giving
yourself health and lasting happiness often involves a certain amount
of displeasure (such as quitting smoking, dieting, exercising).
People are often very hard on themselves when they notice something
they want to change because they think they can shame themselves into
action – the self-flagellation approach.  However, this approach often
backfires if you can’t face difficult truths about yourself because
you are so afraid of hating yourself if you do.  Thus, weaknesses may
remain unacknowledged in an unconscious attempt to avoid self-censure.
In contrast, the care intrinsic to compassion provides a powerful
motivating force for growth and change, while also providing the
safety needed to see the self clearly without fear of self-
condemnation.
Dr. Kristin Neff