Hey, Im an INFJ too :)
and don't worry about feeling different, I do too ,on a daily basis actually. What I thin sets me apart from everyone is I really dont live on this planet ( figuratively speaking ) I used to feel alone but, ive embraced my inner introvert and really love being alone now, but I do still get lonely, For that I keep my two best friends and ISTP and an ISFP :P. Much more rational, down-to-earth and very different from me but I personally think thats why have have such a strong bond. Ive centered my entire life to making other people content with their lives, getting to the heart of peoples problems and teaching them to vanquish the darkness and let in the light, currently im a psych student, but have written a short self-help book ( for no reason really, only to share ) And like you may have noticed with yourself :) Have freaky intuitive gifts. No-one really knows the real me and im okay with that :) Ive learned that I am an extremely private person, but im content with the few people I have now.
You're not crazy, I dont live in the real world, i live in my head, take a look at my profile picture :) and as for the part where you're never pleased with yourself, Most INFJ's are perfectionists ;) you just need to learn to get out of the habit.
I have alot of useful information on our personality type if you're interested. Please PM me, ive never really had another INFJ to speak to :P
Oh and this website changed my life, I hope it does the same for you :)
http://www.16personalities.com/infj-personality