We are NOT born knowing how to soothe; we learn it from the environment around us. If we did not properly learn this in the first 7 years of life, we are deficient until we build this skill. Also, there are things that can happen to us at any age that can create a sense of losing this skill.
In DBT it is an essential Distress Tolerance skill. Just as the senses can arose our emotions, they can also soothe our emotions. Use the 5-Senses to Soothe your nervous system. Find things (without consequences) under each category (Sight, Hearing, Smelling, Touching, & Tasting) that are Soothing to you; use them train or retrain your brain to relax. Build a Self Soothe kit for yourself and use it.