"If you want to increase your success rate, double your failure rate." - Tom Watson, golfer.
1. Get to know your BIS (Behavioral Inhibition System).
In psychology-speak, "punishment" includes both actively negative responses (such as criticism) or something positive been taken away (such as the loss of solitude).
Although some researchers have conceptualized the BIS (Behavioral Inhibition System) as related to avoidance tendencies, other research suggests the BIS is actually a system for stopping or "inhibiting" ongoing responses once a response conflict is detected e.g., when the person has competing motivations (such as to achieve success but also to avoid any negative feedback).
For someone with a highly active BIS, when they're faced with competing motivations, a strong stop signal will kick in.
Since the BIS is mostly related to stopping behavior, people with an active BIS may have a tendency to get started but then stop when they sense a response/motivation conflict.
Developing self-awareness about having a sensitive BIS can help you learn to maintain equal awareness of signals of reward vs. signals of punishment (e.g., take as much notice of praise as of criticism), and help you learn to persist with pursuing rewards when your BIS kicks in.
2. Practice experiencing "non-reward."
Non-reward isn't punishment, it's just when you don't get a response. For example, if you submit a story you've written to a short story competition and don't hear back.
Learn not to take non-reward personally, and to be patient with and kind to yourself when you do find yourself taking it personally. More here - 7 Tips for Not Personalizing
3. Practice exposing yourself to constructive negative feedback.
People who are anxious or sensitive tend to prefer getting feedback from people who they trust view them positively overall, and who believe in their talent and abilities, rather than opening themselves up to willy nilly feedback.
A therapist can be a great person to get feedback from related to your personal life. A trusted supervisor, senior colleague, or editor, can be a great person to get feedback from in your professional life.
4. Learn to accurately identify your emotions.
The ability to cope well with difficult emotions starts with being able to accurately identify what you're feeling. Try just identifying "I feel nervous" or "I feel embarrassed."
Instead of criticizing yourself with "I shouldn't feel what I feel," just acknowledge what you do feel. Feelings are nothing to be scared of because you can persist with your goals and values no matter what feelings you're having.
If you can manage your emotions well, you'll be able to plow forward and do difficult things when others might quit.
5. Give yourself time to recover from disappointments.
The path to success is usually paved with disappointments and setbacks along the way. When these things happen, be patient with yourself. Allow yourself time to feel upset. Here are 20 examples of times when you might need to be kind and patient with yourself while you wait for negative feelings to pass.
6. Learn to identify your cognitive distortions.
If you're anxious, you're probably prone to becoming emotionally flooded and experiencing a range of cognitive distortions, including personalizing (as already mentioned), catastrophizing, and possibly even the "hostility bias." Read more.
These tendencies don't need to hold you back if you can become self-aware and auto-correct for them.
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You can read my prior articles for Psychology Today here.