They say, you should just be yourself. They probably think, as long as you are yourself, everything will be all right. That's what I would call another fool's axiom. There is no such thing as yourself. And there is certainly no such thing as all right.
"Being yourself" implies that you have control over a set of virtues and vices that came together to build you. That is a myth. You are no fixed combination of qualities; you are constantly changing, growing and adapting. And the fact of the matter is, you have little say in these changes. You don't make them, more often than not, they happen to you. And if you decide to simply be "yourself" - or whatever you interpret yourself as - you diminish your scope as a person, you limit your life. Now what kind of advice is that? Don't try to be anyone, I'd say, let life come to you. It should know its way around pretty well by now.
And what is all right, anyway? When is everything all right? Never, that's when. You cannot delude yourself into thinking there's such a thing as control. Everyone has problems, everyone goes through stuff. You will make mistakes, you will have vices. All right only ever lasts for five seconds. So why hanker after an impossibility? Think about it - once you accept it, even lack of control can be reassuring. And truth be told, we do need to have felt bad for good to feel good.
Mostly, if you are tired of change (comfort zones are comfortable, after all) and think you're better off just being yourself - imagine if you'd made that decision five years ago. Aren't you glad you aren't that version of you any more? I know I am.