Learning to Just Feel Feelings

I think a big part of my suicidal feelings are not just the feelings of despair but the feelings of shame and anxiety about feeling that way on top of them. I think that if I learn to listen to my feelings better then eventually I can find the answer to my problem.

Do you guys have any tips on this? Has sitting with your feelings helped you or given you new insight?

Personally, I've found that sometimes I'll have unnecessary emotions. Like I'll get angry about something completely imaginary, but if I become aware that I'm doing that, I can remind myself that I don't have to be angry. If I'm angry about something from the past, I can remind myself that it's in the past, or if I have a choice not to think about it, I can just do that.

As for embarrassment/shame, I can just allow myself to have a little freak out, but then give myself the kind of reassuring commentary that I've grown used to giving others. I've told so many people "It sounds like you're doing the best you can under difficult circumstances. Please be gentle with yourself" so many times, that without even having the intention to, I end up saying it to myself.

CBT might be good for you. There's evidence that you can get help from learning about CBT from a book. This book is one of the most highly recommended CBT books for depression:

Mind Over Mood, Second Edition: Change How You Feel by Changing the Way You Think
Dennis Greenberger, Christine A. Padesky