Insecurity once reigned in my life. My only sense of security came from external sources (i.e; people, accomplishments, appearance and so forth). That position, is one of the most vulnerable you can ever place yourself in.
Why?
For starters, you are leaving an open door for anyone to shamelessly take advantage of you; while this may sound farfetched, there may be a number of secret soul sucking vampires out there, waiting for someone desperate to come around. Insecurity may manifest in relationships as you become reliant on the other to give you something you can only give yourself. Asking so much of a partner places a considerable amount of stress on the relationship. It may also make you more susceptible to mental illnesses like depression and anxiety. All around, it is clear that a healthy balance of self-reliance -- the same self-reliance that was sported by Ralph Waldo Emerson -- garners the most self improvement!
Practice feeling secure...
How?
Embrace all parts of yourself, even those you're ashamed of. Accept their existence, but if you're unhappy with them, come up with a plan to change or mediate them.
Spend some time alone. It forces you to exist without any prerequisites.
Practice mindfulness by journaling or simply being aware of the environments that trigger your insecurities.