I just read a research study that said affirmations don't work for people who are struggling with self esteem issues. Duh.
Noticing and observing your internal dialogue is really the first step. Keep a "thought" journal and look for patterns. Then, as stated earlier, you have to challenge your assumptions, so you can replace them with positives.
Really, one of the most successful things I have my clients do is to just "observe and record" their thoughts. Then we look at the distorted thinking that supports them.