Sounds like mine too.
Let her do it all :) As much as she can. If she dresses herself and it takes a while, get her up a little earlier! I wake mine up at 5:30 am (they go to daycare and school) but it is because I know they wont get out of bed at 5:30 and it takes a while to get dressed. My daughter (age 4) wants to get herself dressed and doesn't quite know what goes with what. So what? At this age it is all about independence and when you make those choices for them, they lose power. If I want my daughter in a special outfit, I give her a choice (of TWO only). Do you want the red or the blue? That way I can coordinate, but she gets to choose.
As far as sports, my son is very much this way. He wants to be Lebron James and if he's not, he doesn't want to play..... Yeah, that works but he's NEVER played basketball...... issues. I will tell you, I never throw a race to make my kids feel good. Sometimes I don't run as fast, sometimes I "trip", but some days they lose. I explain when they get upset, that "it feels good to win and sometimes it hurts to lose but the reason big sports stars win is because they don't just give up and sit down. They practice from the you kids are still in bed in the morning until after you come home from school in the afternoon. That is what makes them so good. So, if you want to be that good, you have to practice a little more every day to get better."
It sounds like a lot for a 3 year old, but really, it's not.
Also, try flash cards. Letters first and then sight words. She might just be an early reader!! They have both types of cards at WalMart.
As far as self esteem, I'd just like to say that she sound very healthy all around and perfectly normal! You are doing a good job mom, don't worry.