Funny, I was going to throw some concurring examples from sports your way. "Michael Jorden was cut from his high school basketball team." "Yogi Berra was repeatedly denied a spot on a major league team." But in looking for citations, I seem to have disproven myself. Turns out, Jorden was never cut, he just didn't make varsity as a sophomore, like almost all sophomores, at least partly because, at 15, he was still under 6 feet tall. [1]
As for Berra, the only reference I found was a claim on wikipedia that he was kept off the Cardinals by a team president who was moving to the Dodgers and was hoping to sign Berra there. [2]
These examples certainly don't mean that there are no false negatives when it comes to failure, but I think it's interesting that these two famous stories about great players overcoming early adversity are bunk. It is probably the case that most people start out not being so good at something, then gradually get better, with any early success compounding over time.
[1] http://probasketballtalk.nbcsports.com/2012/01/11/the-man-wh...
[2] http://en.wikipedia.org/wiki/Yogi_Berra