Dealing with Impulsive Spending: Need Advice

How would you deal with impulsive spending? It's become a very harmful coping mechanism for me. Anytime I have money I spend it on mainly games and random things and I don't have any left for the week. I'm currently dependent on my parents financially and it's been the only reason i have been able to spend so much of my own money since I don't really have to pay bills, rent, or anything. I really want to become more independent but I feel like my own impulsivity and mental health is holding me back. Doing pretty much anything that requires me to do things by myself makes me very anxious to where I just end up avoiding it entirely. I'm glad I have my parents support but I also want to be independent eventually but things like these aren't helping at all