I think I have a perfectionism issue. I can't finish anything until I feel its good enough and perfect or nearly perfect. Otherwise it bothers me. Do you have this?
I do , in psychology, is a personality trait characterized by a person's striving for flawlessness and setting high performance standards.
Yes, its almost like setting yourself up for failure because not everything you do or everything you encounter can be perfect. So frustrating! 
 It is best conceptualized as a multidimensional characteristic, And it is kinda rare to have it,
Is it have any relation to ADHD at all?
Kinda, I dont like having it. Pressuring oneself to achieve unrealistic goals  is not good
Yes I think it can really affect self esteem in a bad way!
We tend to be harsh critics of ourselves and in the end it hurts us.
Now it can have benefits though, others always seem to come to me for advice on things they cant seem to get just right, like a paper, or a puzzle, or anything really.
to pursue perfection without compromising their self-esteem, and derive pleasure from their efforts. Neurotic perfectionists are prone to strive for unrealistic goals and feel dissatisfied when they cannot reach them. Hamachek offers several strategies that have proven useful in helping people change from maladaptive towards healthier behavior. Contemporary research supports the idea that these two basic aspects of perfectionistic behavior, as well as other dimensions such as "nonperfectionism", can be differentiated. They have been labeled differently, and are sometimes referred to as positive striving and maladaptive evaluation
Perfectionism (psychology)
Perfectionism, in psychology, is a personality trait characterized by a person's striving for flawlessness and setting high performance standards, accompanied by critical self-evaluations and concerns regarding others' evaluations. It is best conceptualized as a multidimensional characteristic, as psychologists agree that there are many positive and negative aspects. In its maladaptive form, perfectionism drives people to attempt to achieve unattainable ideals or unrealistic goals, often leading to depression and low self-esteem. By contrast, adaptive perfectionism can motivate people to reach