Yes, I'd like to recommend to you the greatest "self-help" book ever written: the Bible! Every other self-help book will only give you the author's ideas, but the Bible gives you God's wisdom on how to live. Can you think of anything more important?
What will the Bible tell you? It will tell you first of all that God created you -- and He created you for a purpose. What is it? His purpose is for you to know Him and live for Him, by making Him the center and foundation of your life. When we leave Him out of our lives we drift through life without any lasting purpose -- but when we know Him, our lives are complete. Jesus said, "I have come that they may have life, and have it to the full" (John 10:10).
But the Bible also will tell you that something is wrong with the human race -- and that "something" is sin. We have chosen to go our own way and leave God out of our lives, and when we do, we end up in confusion and turmoil. But God loves us, and He sent His Son, Jesus Christ, into the world to take away our sins. All we can do is respond by giving our lives to Him.
Finally, the Bible will tell you how to live -- not just following a set of rules, but asking God to guide you. Don't depend on the fallible words of men, but by faith turn to Christ and accept Him as your Savior and teacher and guide.