I'd say it is mostly about expectations. There are various kinds of challenges in life. If you approach them with an unrealistic mindset you get disappointed.

Some things are easy and you just do it. Then there are the more challenging topics. These can't be overseen from the start, so you just start working on it and hope you reach what you desire in the future. Finally some things are just impossible.

Both at work and in personal life it can help a lot to see this distinction.