To know me

A very good friend has told me:
"You are very good at analyzing other people but somehow analyzing yourself makes you disturbed"
It is true. Whenever I try to think of myself I feel as if there are tangled webs in my mind and that I'll get frustrated trying to untangle them. Why is self-analysis so hard for some people? On the other hand, if we go by philosophy, especially Eastern philosophy, then if we were to know ourselves completely we would have achieved complete self-realization which is the echelon of the knowledge pyramid. Why is it so? How are you supposed to go on in this world if you don't know most of the things about yourself? Why should there be any mystique involved?
Coming back to self-analysis, I want to find out my strengths and weaknesses, especially the latter. One of my greatest weaknesses, I know is the lack of self-conviction. How do I overcome that? How can you get over such a fundamental thing? I do not know the answers to these but I want to find out. I want to seek all available sources as I believe that in this regard, I do not have suffcient background to start with. So the process begins--books, people......in time I hope to get somewhere, at least a position where I can be comfortable with myself.