The ironies abound in “ Selena Gomez : My Mind & Me,” a documentary about the child star turned pop idol and writer-performer of the self-care anthem. “Who says you’re not worth it?” Were she asking herself, the answer would be “Selena Gomez.” She is startlingly candid about her physical and mental health and the rigors of celebrity itself. But for all the media scrutiny and TMZ-style reportage that plague her, had Ms. Gomez lived in another era—say, that of Marilyn Monroe —her crippling self-doubt, insecurities and depression might have been suffered in private, or been covered up, and tragedy might have ensued. Early on we get an avalanche of highly stylized, black-and-white concert footage, which is exhilarating stuff. But it also makes one realize that with an ample trove of chaotic images and sound—plus some expert editing—you could fashion a horror-thriller sequence about anybody and anything.

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