I'm in my 40s and for most of my life I had an unending series of unfinished projects that I felt guilty about. Today, I am able to finish some stuff, including some pretty large, hard projects. Better, I don't feel guilty about the stuff I don't finish.
The trick for me is to be deliberate and mindful about why I'm embarking on a particular project.
If it's because I want to feel good by:
* Sharing something with others.
* Accomplishing a difficult, challenging task.
* Proving to myself that I can do something.
* Getting the social cachet of being a creative, productive person. (Maybe this is shallow, but who doesn't like to feel impressive in the eyes of their peers?)
Then the goal of the project is the product it and I focus my attention and discipline on it. I try to have as few of these as possible—like only one at a time—so that my willpower is not diluted.
If it's because I want to feel good by:
* Improving a skill.
* Exploring an unfamiliar domain or learning something new.
* Relaxing by tinkering on something I like.
Then the goal of the project is the process and I don't feel bad about not finishing. The real treasure is all the stuff I learned and did along the way and there is no real destination. I can have as many of these as I want because there's no real failure mode here. They're all recreation.
Once I got more honest and clear with myself about my goals for each project, I started to be able to finish the ones where that mattered and stopped feeling bad about the ones where it doesn't.