I enjoy playing chess. I am not as good a chess player as I would like to be and I refuse to publish my ELO rating for my one blog reader to make fun of me but I enjoy the game.
My middle school friend taught me how to play and I played for a club in middle and high school. While playing with the club I meet a lot of interesting players of all kinds of skill levels. My wins, as they are now, playing online (chess 360) where hard fought and few and far between. One day in the library after school while feeling a little discouraged an older player let me know that losing was actually better than winning. I thought he was an idiot for years, but now I understand.

When you play a chess game and loose there is a lot to learn. You see the mistakes you made and the setups your opponent created and you can apply what you have learned to your next game. When you win you feel great but learning is a little harder. A win needs to be scrutinized more than analyzed to learn a lesson.
Anything worth doing is going to be hard and you will have to loose a lot of battles in life but the losing can actually be better than winning sometimes and losing almost always leads to winning.

The two most imprtant things to remember is that you should never give up and you should always learn something. If you have not given up and you have learned something I would argue that your loss is actually a win.