How you feel about yourself — your self-worth or your pride in yourself — is called self-esteem. It may be a blow to your self-esteem, for example, to find out you didn't get chosen for the scholarship you applied for.
The "esteem" part of self-esteem comes from the Latin verb aestimare, meaning to value. The "self" part is self-explanatory, referring to you, yourself. So think of self-esteem as how you value yourself. If you think everything you do is wonderful and deserves praise, you have no self-esteem problems, but if you feel like you are not worthy of good things, you may have low self-esteem.