Why don't I think I'm pretty?

I get alot of compliments on how pretty I am from just people I wouldn't expect it from. I'm extremely shy and the clothing I wear isn't really revealing...leaning more towards the dark colors than light. Yet I get called very pretty or gorgeous by friends and new friends. I never feel pretty and I know that losing weight is a good way for me to be pretty even though people say I don't need to lose weight...my boyfriend recently broke up with me a day after he said I was very pretty and he said it's because I was going to graduate next year and it would be awkward..but I think it's more than that...I keep thinking it's my looks...dont get me wrong, I never let people around me know that I feel like this. But why don't I? I know it has to do with self esteem but I just cannot bring myself to believe them.