Often we hold a version of ourselves in our heads made up of expectations. Usually expectations of others that we have made our own. This is not who we are, it is a made up version of us. When we set these expectations we will likely fall short of them, because they are not aligned with who we are.
This creates frustration and, in some cases, depression. We need to let this version of us go and replace it by figuring out our values, our beliefs and our ethics. These three things will be essential to living a life as your authentic self. This is what is meant by being yourself. It is a lot of work, but a life well lived is worth it.