Most people start feeling bad for themselves when something goes wrong in their life. The way I see it, something going wrong is an expensive lesson I already paid for - might as well take it.
A few years ago, I was doing squats in the gym with bad form and a fairly large amount of weight. I had two plates on each side and the bar... that's 4x45 + 35 lbs if I remember correctly = 205 lbs. That was fine, I had legs like tree trunks back then. But I had slightly bad form - when you do squats, you're supposed to push your ass backwards, not bend your knees forwards. Slight difference, but it wears on the cartilage.
One day my right leg started to buckle. I was in a power rack, and what you're supposed to do is drop the weight. But y'know, you don't necessarily think about that when your leg starts to buckle. So I threw all the weight onto my other leg and pushed up hard to re-rack the bar. Ripped some of the cartilage in my knee. Rehab, massive amounts of anti-inflammatories, and I have to stretch 5-10 minutes each day or my leg starts to hurt. Doctor said knees never fully heal, so it'll cause problems on and off forever. Ouch, kind of a bad thing to have happen in your 20's.
Last year, I was doing some Krav Maga. We were doing dry run drills of where you'd aim if you were hitting the other guy. These were common, but my shadow sparring partner was a little bit too macho and going really hard and fast and pretty close to me. Whish A fast elbow uppercut, almost connecting. Whish. Close again. But I didn't want to speak up, y'know, we're training martial arts here, not being soft.
Whis- cr-CRRACK!
His elbow-uppercut (hard, fast) connects with my jaw. I hit the ground. "Oh my God, sorry, are you okay?" --- "rrrm, yeah, I'm okay." My jaw was hurtin' a lot that day and a fair bit for the next two weeks, but that wasn't the real problem - I didn't realize I'd chipped the bottom of my right incisor tooth until later.
So things like this suck, but I figure they're lessons I already paid for. What can I get out of them?
I still lift weights, but now I do it slowly, with low-ish weight and perfect form. Three seconds up, three seconds down. I try to specifically feel the force coming from the muscle group that should be working the weight. I also started health programs for my teeth, gums, skin, immune system, digestive system, back, and general stretching and cardio - I figure it's unpleasant to not have full mobility and have nagging injuries. So, okay, I learned this lesson early. Can I use it to make less mistakes for later? Maybe this one injury can teach me a lesson so I don't get 20 other common injuries later.
The chipped tooth? Yeah, that sucks. But that was actually a great lesson, if I could go back and undo that day I wouldn't, because that experience taught me something - I'm responsible for my health and safety, and no one else cares about it as much as I do. I was thinking, "This guy will be careful, he wouldn't want to hit me." But, it was my jaw/face/teeth on the line, not his. I should've said, "Easy man, slow down, you almost hit me that time." Not macho? Pfft. Before, I figured he'd watch himself. Now I realize - I've got to watch myself. I've got to look out for my health, my money, my safety, my career, my family, my life.
I know that sounds simple and obvious, but I think a lot of people don't realize that. I didn't fully realize it. Your broker or money manager recommends a purchase to you - look into it, he doesn't care about your money as much as you do. No matter how good he is. No matter how loyal. You care more about your life than he does. When someone recommends a drug or food to you, look into it. You gotta protect yourself, watch yourself. No one cares about your life as much as you do. That lesson was precious, taking an elbow uppercut and dinging up a tooth was worth it.
And heck, even if it wasn't worth it - the price was already paid. There's usually a lesson to be learned from that sort of experience. You already paid for it. Might as well claim it now, it'll probably be useful later.