First off, I'd tell myself that I'll be all grown up soon enough, so don't be in such a hurry. I'll have rent/mortgage payments, health insurance bills, a full time job with no three-month summer vacation, and plenty of other responsibilities for the majority of my life..... so enjoy the freedom from these while I can.
I'd applaud myself for doing my own thing and not caring what was trendy and cool, or who was more popular, or how everyone else looked. It's remained a valuable character trait as an adult, and my uniqueness is one of those things I like most about myself.
I'd explain to myself that undesired test scores or not executing a beam routine flawlessly is not, in fact, the end of the world even though it might feel like it at the moment. Because eventually, those things won't matter. Twenty years later, nobody cares about the bad grade I got on that one math test or that I missed qualifying for an important competition by half a point.
I would tell myself to talk to someone about the anxiety, depression, overall "not feeling like myself", and low self-esteem that plagued me. In fact, I'd probably straight out tell myself that I have a condition, that I have had it from birth, and that I would have it for the rest of my life. I think that catching and treating it at an earlier age would have saved me a lot of mental and emotional frustration in my younger years (and I imagine those around me would be grateful as well). I would let myself know that everything would, down the road, be ok - that I would be happy, and to just hang on to that knowledge in the worst of times.
Finally, I'd tell myself to go after everything I could. To not be afraid, to take chances, to reach after every opportunity, and to never lose that attitude. There was a big gap between my early teen years and the current day where I seemed to lose this, and where my confidence plummeted further, and it is just finally starting to rebuild again. I would make sure that I knew then just how able I was and could continue to be.
We can't change our past, but we can use these lessons to influence our present and our future. I often think we have so much advice to give to younger people, but often don't tend to take that advice ourselves. Looking at the list above, I could benefit from the information just as much now as I could have then. After all, we're only as old as we feel, right? And a lot of me still feels like a kid at heart.