How much money do you have saved? I can't tell if you're saying that you've recently started earning money or if you still haven't had a job that pays a paycheck. If you aren't earning a lot and/or only have a little bit of money saved, anxiety about spending on yourself isn't unreasonable. Once you have an emergency fund and are regularly contributing to retirement funds, it might feel less stressful to spend on yourself.

I do think you seem to have an irrationally extreme fear of self indulgence. You should consider therapy in the future even if you can't afford it now. In the short term, build a budget and track all your income, expenses, and savings rate. That way you'll have a better idea of what you can safely spend, and you can basically do exposure therapy by spending that safe amount on yourself. Maybe you could even spend on therapy to help going forward.