I don’t think this particular subject is as simple as the above title suggests.
Self-help can take such a variety of forms; books, articles, videos, on-line and self-help groups. From working on a persons way of thinking to their diet and day to day coping strategies – There is a lot of variation.
In my own personal experience some self help materials do make you feel worse, you read about the methodology of some way of improving yourself read the ‘instructions’ and think there is no way you will ever be able to do it feel depressed and give up.
On the other hand self help materials can help open up horizons to new ideas and techniques for self improvement that can challenge a persons thoughts and help with self development.