Some information that partly answers your questions.
There have been some studies based on these questions, a significant article related to this type of study is Self-esteem, locus of control, hippocampal volume, and cortisol
regulation in young and old adulthood (Pruessner et al. 2005).
This article makes the link between self image and the individual's 'locus of control', they found that:
our results clearly demonstrate that self-esteem and
locus of control are significantly linked to the volume of the
hippocampus in healthy young and elderly subjects. Further, we
found evidence that these two factors are also related to the acute
and chronic regulation of the major stress hormone in humans,
(Note: the authors of the article acknowledge that their data does not allow them to make firm conclusions).
Cortisol affects, amongst other things, memory, learning and concentration. A specific study about this is in the article "Cortisol differentially affects memory in young and elderly men." (Wolf et al. 2001) and "Impaired memory retrieval correlates with individual differences in cortisol response but not autonomic response" (Buchanan et al. 2006). From the second article/study:
[This study] suggest that individual differences in cortisol reactivity affect memory retrieval performance, and help to explain the differential effects of stress on memory.
I will say that this is not the complete picture, but the link between self image and cortisol levels seem to be a major factor about how self image affects cognitive abilities such as learning, memory etc.