I submitted a long post about how I cope–you can find it, but here is my short version:
Knowing about the science behind drugs like finasteride, so you can show articles to your doctors, family, friends. The PFS Foundation website is good at this, so is other parts of this website (nonforum parts).
Having at least a couple people family friends doctor therapist who can love and accept you and your condition even if they do not understand it or even if they cannot solve it. Sticking with these people is key for life.
Reducing stress, controlling anxiety, having good or fun things that you turn to (not something destructive or unhealthful–some exercise is good, going to the gym for several hours every day of the week can be exhausting and obsessive, for example).
Reading articles books websites that talk about how to recognize negative thoughts and beliefs that make you negative/depressed/anxious. Possibly finding a good psychotherapist who will do a form of CBT ACT DBT with you to keep the negative stuff away.