Giving up is not an option in life
Setting goals starts with the realization that you will face various challenges -- that's a given. Second, and this goes without saying, having a defeatist attitude -- whether right out of the gate or when you're closer to achieving said goal -- will make it all but impossible to attain success. A defeatist attitude yields defeatist results.
If you were to ask people what the most essential factor in achieving one's goals is, what do you think they'd say? While hard work and passion play an important role, even more pivotal is perseverance.
You can have all the drive in the world, but if you fall apart at the first sign of a challenge, you will not succeed.
Don't give up! Don't be too proud to ask for or accept help. And don't try to do too much, too quickly. Rome certainly wasn't built in a day.
You can achieve anything you set your heart and mind to and, with the right mental mindset, can surmount virtually any challenge that comes your way.