I'm sorry to point it out, but I think raja might have misread the sentence? I believe the subject is "you" rather than "I." "You have to make yourself appreciate (something or someone)" is correct, I think.

FOR CLARITY, I am deleting my original response. Thanks to FLORIDASANDY! (see her response below) I'm guessing now... Is it more along the lines of: "You must prove yourself (prove your worth) or You must have self confidence."

Ah, raja, you are very polite! I could tell it was just an oversight. I read online a little and I do believe that is right...it seems equivalent to the way we would say to someone, "Have some self-respect!"