The endless shelves of the Self-Help Section shout out our imperfections to the world. So much to be fixed! Self-improvement is an endless road. Since our lives are finite, we are doomed never to reach the destination. The destinations, plural, to be painfully precise. Examine your life for even a few moments, and you can list endless topics for improvement, from a golf swing to showing compassion.
Christianity offers great comfort; God's grace comes to the rescue to fill the infinite gap between our inadequacy and the criteria for admission to Heaven. Buddhism is less forgiving; since suffering is rooted in one's desire, only your own efforts can break the cycle of wanting and lacking. However, even here religion has constructed hope: karma gives you multiple shots in successive lives at getting it right.
Some systems of thought don't try to solve the puzzle, and simply give advice on muddling through as best one can - Taoism, for example. Lin Yutang extols the importance of loafing, leisurely walks, and long talks with friends. My mother likes to quote GK Chesterton: "If a thing is worth doing, it is worth doing badly."
All of them advise one to be mindful of the challenge, even if it is merely to ignore it. But the challenge is to thread the path between pride and despair.
Any practice requires endless practice, whether it is spiritual growth or cooking. There is never an end to learning, and so the amount to be learned is infinite. Any progress is infinitesimal measured against what needs to be done; mathematically, any finite fraction of the infinite is zero. Judged against the task, one can only despair.
Ah, but one can take heart by looking back and seeing how far one's come. No matter how inconsequential the progress, it is more than would've happened if you had made no effort at all. Even with a step back for every two steps forward, the headway you make is significant and can be a source of pride. As you advance down the path, though, a day's progress becomes an ever-smaller fraction of the journey to date...
Perhaps the only escape is to focus on the moment, and ignore both past and future. One has to find joy in the practice for its own sake, regardless of its greater purpose. Only in Zeno's story does Achilles concede the race because the Tortoise persuades him that he can never catch up. The real-life Achilles just runs, wins, and (because he's a mean bastard) has the Tortoise for dinner.