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We learned to self sooth as babies by sucking our thumb, or by our parents giving us a bottle. Learning to process painful emotions was not a part of our daily routine.  
Most likely we were told we should be seen and not heard, or they kissed our "boo boo" and "made things better", but the fact of the matter is, we didn't allow our souls to vent. Because of this, we went back to the self soothing techniques we learned.
As adults who never learned how to process emotions, we still self sooth, but now the soothing has turned dangerous.  Drugs, sex, shopping, and eating too much are just a few of the ugly coping skills that have turned dangerous. 
What we didn't know then, but we must learn to conclude through a relationship with Jesus now, is that we do have a soothing place in the arms of our Savior who promises rest. 
The issues with self soothing is it only soothes for a moment.  We have to keep going back for more and more only never to find rest or peace from the upheaval of emotions.  The only place that promises peace without all the baggage that all false affection leave, is going to the ONE with whom there is joy at his right hand, and leaving our painful emotions there with Him, and we leave with His peace every time. Ps. 16:11 

Matthew 11:28
Then Jesus said, “Come to me, all of you who are weary and carry heavy burdens, and I will give you rest.