I play Go and chess, and I think of it this way: the best players may have won more than others, but they have also lost more than others, because they have simply played more games. Frequent loss or rejection is a necessary step to goodness. This also applies to business, the opposite sex, and most anything else that might matter to you.
Or, to paraphrase many an artist and CEO: if I have not failed today, it means I have not been ambitious enough.
I've played tournament chess for a few years. In fact, I'll be playing in a chess tournament this weekend. I've lost lot of games. The effect, I think, has been an increased ability to handle failure, rejection, and frustration in other areas of life. How one gets better at chess is a subject of intense interest among chess players. Of course, one has to learn opening principles, positional ideas, endgame technique, tactics, and more. However, I think there is also a psychological change that must happen. A transformation in how one views the game. Generally, I think it happens this way. A tournament player eventually realizes that the game is (most likely) a theoretical draw. Nobody can win a game by force. Every loss is the result of your own mistakes. Coming to that realization the chess player stops trying to force wins from unclear positions, stops mentally calculating long and wild variations that eat up time on the clock, and in truth will never appear on the board (and are full of errors anyway), and instead begins to focus on his opponents (perhaps subtle) errors. He begins to accumulate small advantages. In short, he lets the other player beat himself. Of course, it's all easier said than done.
"I've missed more than 9000 shots in my career. I've lost almost 300 games. 26 times, I've been trusted to take the game winning shot and missed. I've failed over and over and over again in my life. And that is why I succeed."
Willingness to fail is a precondition for learning and growth.
I just finished Waitzkin's The Art of Learning, which discusses exactly that.
He makes the point that (IIRC) Michael Jordan made more last-minute, game-winning throws than anyone else on his team, but he also missed the most game-losing ones. He only excelled by overreaching.
Or, to paraphrase many an artist and CEO: if I have not failed today, it means I have not been ambitious enough.