Self pity

When my mom came to me that morning and I started crying she said that I should stop wallowing in self pity.
Self pity sounds bad. But that is what I felt: I was overwhelmed with fear and I felt so sorry for myself. And I don't know how to approach these feelings. My mom herself had depression and she came out from it through a combination of breathing exercises, energy exercises, yoga. She knows what it feels like and she says the only way out is to pull yourself together, start doing those exercises until you get a clearer picture.
But I've been reading some stuff lately and they all talk about how important it is to be compassionate towards yourself when you are struggling. Should I let these feelings be and just cry it out? Is there some limit after which you need to make yourself do something? I get confused by different messages and don't know what to do, as a result I try something but when it doesn't work straight away I think it's wrong. But for something to help you have to do it systematically, and for that be committed to it, and for that believe it will help. Still looking for some system.