Related: The Valley of Bad X. Learning new skills is especially hard in domains in which your first few attempts are likely to fall far short of your mental picture of improvement or even make you worse initially. I find it helps to explicitly visualize people who I perceive as being skilled in X failing at it over and over again when they were first learning. Rather than think of myself as wanting to affiliate with the end result I think of myself as wanting to affiliate with the process.
Also related: Punctuated equilibrium skill growth vs linear skill growth (ht Ethan Dickinson). You will be especially discouraged if you are expecting linear growth and instead get lumpy growth.
Sometimes, it helps to take a model that part of you already believes, and to make a visual image of your model so that more of you can see it.
One of my all-time favorite examples of this:
I used to often hesitate to ask dumb questions, to publicly try skills I was likely to be bad at, or to visibly/loudly put forward my best guesses in areas where others knew more than me.
I was also frustrated with this hesitation, because I could feel it hampering my skill growth. So I would try to convince myself not to care about what people thought of me. But that didn't work very well, partly because what folks think of me is in fact somewhat useful/important.
Then, I got out a piece of paper and drew how I expected the growth curves to go.
In blue, I drew the apparent-coolness level that I could achieve if I stuck with the "try to look good" strategy. In brown, I drew the apparent-coolness level I'd have if I instead made mistakes as quickly and loudly as possible -- I'd look worse at first, but then I'd learn faster, eventually overtaking the blue line.
Suddenly, instead of pitting my desire to become smart against my desire to look good, I could pit my desire to look good now against my desire to look good in the future :)
I return to this image of two growth curves often when I'm faced with an apparent tradeoff between substance and short-term appearances. (E.g., I used to often find myself scurrying to get work done, or to look productive / not-horribly-behind today, rather than trying to build the biggest chunks of capital for tomorrow. I would picture these growth curves.)