Diagnosed With Borderline Personality Disorder. Depression, Anxiety, Low Confidence. Go For Cognitive Behavioural Therapy?

Hi there. I have been just diagnosed with Borderline Personality Disorder yesterday, in fact. And from an excellent psychiatrist. I am feeling overwhelmed with the diagnosis yet relieved. I have 6 out of the 9 traits indicating this disorder. All of a sudden my entire life makes sense. I am feeling ready to start the work in cognitive behavioural therapy, My family doc is very supportive and has told me it is a lot of work but I'm so tired of living like this (the emptiness, severe lack of self esteem, low confidence, deppression, anxiety, feeling like I'm one person one day and another type of person the next, the self harm, many failed relationships, suicidal thoughts etc etc, I'm ready to start my life at nearly 44-years-old. I'm also scared. I have always had this feeling of being flawed and inadequate and another part of my emotional response is the amplification of those feelings of being invalidated. It's all very strange. I was wondering, Doctor, if you have any advice for me in terms of any of the behavioural treatments. Thank you so much. Sincerely, Jenifer